+71.7%
IBN vs VSXY
+33.4%
+38.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.4% |
| 7D | -5.5% | -0.3% | -5.1% | -5.5% |
| 30D | -3.4% | -22.1% | +18.6% | -1.9% |
| 3M | +8.7% | -1.1% | +9.8% | +8.5% |
| 6M | +3.7% | +53.8% | -50.1% | -0.8% |
| YTD | -2.4% | +35.5% | -37.9% | -6.0% |
| 1Y | -8.1% | +186.0% | -194.1% | -16.9% |
| 3Y | +26.3% | +343.2% | -316.8% | +3.0% |
| 5Y | +54.9% | +19.0% | +35.9% | +46.3% |
| All | +71.7% | +33.4% | +38.3% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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