+26.5%
IP vs IBN
+367.6%
-341.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.3% | -0.5% |
| 7D | -5.1% | +15.1% | -20.1% | -9.5% |
| 30D | +8.5% | +21.6% | -13.1% | +1.5% |
| 3M | -13.8% | +11.2% | -25.0% | -17.0% |
| 6M | +5.7% | +27.8% | -22.0% | -2.6% |
| YTD | -9.1% | +14.7% | -23.8% | -13.4% |
| 1Y | -0.8% | +14.4% | -15.2% | -5.4% |
| 3Y | +14.8% | +52.1% | -37.3% | -2.0% |
| 5Y | -11.5% | +70.7% | -82.2% | -28.1% |
| All | +26.5% | +367.6% | -341.1% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling