+18.5%
IP vs IBN
+39.5%
-21.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.8% | -2.2% | +0.3% |
| 7D | +3.4% | +8.9% | -5.5% | +0.7% |
| 30D | +11.2% | +12.6% | -1.4% | +7.2% |
| 3M | -14.8% | +3.1% | -17.8% | -15.7% |
| 6M | +17.3% | +20.6% | -3.3% | +11.3% |
| YTD | -6.2% | +5.8% | -11.9% | -9.0% |
| 1Y | +2.3% | +3.7% | -1.3% | -0.5% |
| All | +18.5% | +39.5% | -21.0% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling