+29.3%
IBN vs EXEL
+160.6%
-131.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.3% | -2.3% |
| 7D | -2.2% | +1.4% | -3.6% | -2.3% |
| 30D | -2.3% | +6.7% | -8.9% | -3.0% |
| 3M | +15.9% | +11.5% | +4.4% | +14.5% |
| 6M | +5.6% | +38.8% | -33.2% | +2.0% |
| YTD | -0.1% | +31.6% | -31.7% | -3.1% |
| 1Y | -6.5% | +53.0% | -59.5% | -10.5% |
| 3Y | +29.3% | +160.8% | -131.5% | +19.4% |
| All | +29.3% | +160.6% | -131.3% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling