+22.4%
IP vs IBN
+389.8%
-367.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -2.8% | +11.1% | -13.9% | -6.3% |
| 30D | +9.2% | +23.9% | -14.7% | +1.5% |
| 3M | -16.1% | +16.3% | -32.4% | -20.4% |
| 6M | +9.6% | +34.2% | -24.6% | -0.7% |
| YTD | -8.8% | +17.6% | -26.3% | -13.8% |
| 1Y | -5.5% | +13.8% | -19.4% | -9.8% |
| 3Y | +19.6% | +57.0% | -37.4% | +0.9% |
| 5Y | -13.5% | +75.3% | -88.8% | -30.4% |
| 10Y | +22.4% | +388.7% | -366.2% | -26.2% |
| All | +22.4% | +389.8% | -367.4% | -26.2% |
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