-0.8%
IP vs IBN
+14.0%
-14.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.3% | -1.6% |
| 7D | -5.1% | +15.1% | -20.1% | -13.3% |
| 30D | +8.5% | +21.6% | -13.1% | -4.6% |
| 3M | -13.8% | +11.2% | -25.0% | -19.7% |
| 6M | +5.7% | +27.8% | -22.0% | -10.2% |
| YTD | -9.1% | +14.7% | -23.8% | -20.6% |
| 1Y | -0.8% | +14.4% | -15.2% | -13.1% |
| All | -0.8% | +14.0% | -14.8% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling