+1,504.3%
IBN vs COO
+1,746.8%
-242.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | +1.4% | -2.2% | +3.6% | +2.2% |
| 30D | -0.3% | -7.0% | +6.7% | +2.0% |
| 3M | +17.1% | +12.2% | +4.9% | +12.0% |
| 6M | +3.4% | -15.1% | +18.5% | +8.8% |
| YTD | +2.5% | -15.1% | +17.6% | +7.7% |
| 1Y | -4.2% | +2.3% | -6.5% | -6.2% |
| 3Y | +32.4% | -23.7% | +56.1% | +38.5% |
| 5Y | +59.2% | -38.9% | +98.1% | +77.1% |
| 10Y | +345.7% | +49.9% | +295.7% | +248.8% |
| All | +1,504.3% | +1,746.8% | -242.5% | +481.8% |
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