+904.1%
IBN vs EFV
+249.2%
+654.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | -0.1% |
| 7D | +1.9% | +2.5% | -0.7% | -1.3% |
| 30D | +22.1% | +2.9% | +19.2% | +17.6% |
| 3M | +17.1% | -1.4% | +18.5% | +18.8% |
| 6M | +35.5% | +5.5% | +30.0% | +26.1% |
| YTD | +16.8% | +16.1% | +0.7% | -3.9% |
| 1Y | +12.4% | +20.3% | -7.9% | -11.7% |
| 3Y | +58.0% | +90.4% | -32.4% | -32.6% |
| 5Y | +73.7% | +93.5% | -19.8% | -29.2% |
| 10Y | +385.6% | +161.5% | +224.1% | +28.6% |
| All | +904.1% | +249.2% | +654.9% | +120.8% |
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