+1,647.4%
IBN vs EXEL
+347.1%
+1,300.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.6% |
| 3M | +16.3% | +37.7% | -21.4% | +10.6% |
| 6M | +34.2% | +42.2% | -8.0% | +26.8% |
| YTD | +17.6% | +61.3% | -43.8% | +8.6% |
| 1Y | +13.8% | +64.5% | -50.6% | +4.8% |
| 3Y | +57.0% | +236.7% | -179.7% | +26.8% |
| 5Y | +75.3% | +296.3% | -221.0% | +36.3% |
| 10Y | +388.7% | +331.1% | +57.6% | +245.1% |
| All | +1,647.4% | +347.1% | +1,300.3% | +688.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling