+388.7%
IBN vs EXEL
+354.7%
+34.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +11.1% | -2.8% | +14.0% | +11.5% |
| 30D | +23.9% | +18.2% | +5.7% | +21.0% |
| 3M | +16.3% | +37.7% | -21.4% | +11.3% |
| 6M | +34.2% | +42.2% | -8.0% | +27.7% |
| YTD | +17.6% | +61.3% | -43.8% | +9.7% |
| 1Y | +13.8% | +64.5% | -50.6% | +5.9% |
| 3Y | +57.0% | +236.7% | -179.7% | +29.9% |
| 5Y | +75.3% | +296.3% | -221.0% | +40.2% |
| 10Y | +388.7% | +331.1% | +57.6% | +265.6% |
| All | +388.7% | +354.7% | +34.0% | +265.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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