+1,424.0%
IBN vs EXEL
+273.2%
+1,150.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +1.4% | +8.4% | -7.0% | +0.2% |
| 30D | -0.3% | +4.1% | -4.4% | -1.1% |
| 3M | +17.1% | +12.4% | +4.7% | +14.9% |
| 6M | +3.4% | +41.5% | -38.1% | -2.3% |
| YTD | +2.5% | +34.6% | -32.1% | -2.5% |
| 1Y | -4.2% | +57.9% | -62.0% | -11.3% |
| 3Y | +32.4% | +159.5% | -127.1% | +11.2% |
| 5Y | +59.2% | +198.5% | -139.3% | +29.1% |
| 10Y | +345.7% | +411.4% | -65.7% | +203.8% |
| All | +1,424.0% | +273.2% | +1,150.9% | +607.8% |
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