-45.4%
IT vs IBN
+56.7%
-102.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.5% | -4.9% | -6.5% |
| 7D | -9.1% | -2.2% | -6.9% | -8.3% |
| 30D | -7.0% | -2.3% | -4.7% | -6.2% |
| 3M | +7.6% | +15.9% | -8.2% | +1.6% |
| 6M | +2.1% | +5.6% | -3.5% | -0.4% |
| YTD | -31.6% | -0.1% | -31.5% | -31.9% |
| 1Y | -29.9% | -6.5% | -23.4% | -28.4% |
| 3Y | -51.3% | +29.3% | -80.6% | -58.4% |
| All | -45.4% | +56.7% | -102.1% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling