+54.5%
IBN vs EXEL
+194.6%
-140.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.9% | -1.9% |
| 7D | -5.1% | -0.3% | -4.8% | -5.1% |
| 30D | -3.5% | +10.1% | -13.7% | -4.9% |
| 3M | +11.3% | +10.1% | +1.2% | +9.6% |
| 6M | +4.4% | +37.7% | -33.2% | -0.5% |
| YTD | -1.8% | +33.1% | -34.9% | -6.1% |
| 1Y | -8.0% | +52.4% | -60.4% | -13.8% |
| 3Y | +27.1% | +163.8% | -136.7% | +6.5% |
| 5Y | +54.5% | +198.5% | -144.0% | +22.0% |
| All | +54.5% | +194.6% | -140.1% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling