+158.7%
IP vs IBN
+1,584.6%
-1,425.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.8% | -2.2% | +0.5% |
| 7D | +3.4% | +8.9% | -5.5% | +1.1% |
| 30D | +11.2% | +12.6% | -1.4% | +7.8% |
| 3M | -14.8% | +3.1% | -17.8% | -15.5% |
| 6M | +17.3% | +20.6% | -3.3% | +11.8% |
| YTD | -6.2% | +5.8% | -11.9% | -7.5% |
| 1Y | +2.3% | +3.7% | -1.3% | +1.4% |
| 3Y | +17.7% | +40.3% | -22.6% | +6.4% |
| 5Y | -8.4% | +58.0% | -66.4% | -20.2% |
| 10Y | +32.1% | +347.9% | -315.8% | -16.2% |
| All | +158.7% | +1,584.6% | -1,425.9% | +8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling