+291.3%
IR vs IBN
+278.8%
+12.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | -2.8% | +1.4% | -4.2% | -3.3% |
| 30D | -15.1% | -0.3% | -14.8% | -15.1% |
| 3M | +6.1% | +17.1% | -11.0% | +0.1% |
| 6M | -16.8% | +3.4% | -20.2% | -17.9% |
| YTD | -3.5% | +2.5% | -6.1% | -4.6% |
| 1Y | -3.5% | -4.2% | +0.7% | -2.6% |
| 3Y | +9.5% | +32.4% | -22.9% | -3.0% |
| 5Y | +45.1% | +59.2% | -14.1% | +19.6% |
| All | +291.3% | +278.8% | +12.4% | +166.0% |
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