+759.0%
IBN vs EFV
+256.4%
+502.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -1.7% |
| 7D | -2.2% | +1.0% | -3.2% | -3.4% |
| 30D | -2.3% | +0.2% | -2.5% | -2.5% |
| 3M | +15.9% | +9.6% | +6.2% | +3.3% |
| 6M | +5.6% | +14.0% | -8.4% | -10.6% |
| YTD | -0.1% | +18.5% | -18.5% | -19.5% |
| 1Y | -6.5% | +27.9% | -34.4% | -31.9% |
| 3Y | +29.3% | +92.4% | -63.1% | -45.5% |
| 5Y | +56.6% | +97.2% | -40.6% | -37.5% |
| 10Y | +314.4% | +163.0% | +151.4% | +9.7% |
| All | +759.0% | +256.4% | +502.6% | +84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling