+325.3%
IR vs IBN
+323.7%
+1.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.8% | -0.1% |
| 7D | +3.7% | +15.1% | -11.4% | -1.5% |
| 30D | +7.4% | +21.6% | -14.2% | -0.1% |
| 3M | -5.9% | +11.2% | -17.1% | -9.7% |
| 6M | +5.6% | +27.8% | -22.2% | -3.7% |
| YTD | +4.8% | +14.7% | -9.8% | -0.6% |
| 1Y | +6.9% | +14.4% | -7.5% | +1.4% |
| 3Y | +27.6% | +52.1% | -24.5% | +7.3% |
| 5Y | +45.8% | +70.7% | -24.9% | +17.0% |
| All | +325.3% | +323.7% | +1.5% | +177.1% |
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 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