+315.4%
IBN vs EFV
+167.0%
+148.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.3% |
| 7D | -5.5% | -2.0% | -3.5% | -3.7% |
| 30D | -3.4% | -0.2% | -3.2% | -3.2% |
| 3M | +8.7% | +9.1% | -0.5% | +0.4% |
| 6M | +3.7% | +11.7% | -8.0% | -6.3% |
| YTD | -2.4% | +17.0% | -19.4% | -15.5% |
| 1Y | -8.1% | +26.7% | -34.8% | -26.2% |
| 3Y | +26.3% | +90.2% | -63.8% | -32.1% |
| 5Y | +54.9% | +96.1% | -41.2% | -19.8% |
| All | +315.4% | +167.0% | +148.4% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling