+1,724.0%
IBN vs COO
+1,596.6%
+127.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.9% | +0.8% |
| 7D | +14.6% | +4.3% | +10.3% | +12.9% |
| 30D | +23.5% | +17.6% | +5.9% | +16.8% |
| 3M | +14.0% | -13.9% | +27.9% | +18.9% |
| 6M | +31.1% | +6.6% | +24.6% | +26.7% |
| YTD | +16.6% | -22.0% | +38.6% | +25.1% |
| 1Y | +14.9% | -8.8% | +23.7% | +16.6% |
| 3Y | +56.9% | -21.5% | +78.4% | +61.2% |
| 5Y | +69.7% | -41.0% | +110.7% | +89.5% |
| 10Y | +365.4% | +40.9% | +324.5% | +269.0% |
| All | +1,724.0% | +1,596.6% | +127.4% | +575.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling