+22.9%
IP vs IBN
+335.2%
-312.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | -5.3% | +1.4% | -6.7% | -5.7% |
| 30D | -10.9% | -0.3% | -10.5% | -10.8% |
| 3M | +11.2% | +17.1% | -5.9% | +5.7% |
| 6M | -10.2% | +3.4% | -13.6% | -11.2% |
| YTD | -2.0% | +2.5% | -4.5% | -2.9% |
| 1Y | -19.1% | -4.2% | -14.9% | -18.3% |
| 3Y | +20.9% | +32.4% | -11.5% | +8.4% |
| 5Y | -17.8% | +59.2% | -77.0% | -31.4% |
| All | +22.9% | +335.2% | -312.2% | -21.8% |
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