+911.3%
IT vs IBN
+1,760.3%
-849.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +1.1% | +1.9% | -0.8% | +0.6% |
| 30D | -1.8% | +22.1% | -24.0% | -6.3% |
| 3M | +4.8% | +17.1% | -12.3% | +1.0% |
| 6M | +33.0% | +35.5% | -2.5% | +23.7% |
| YTD | -23.8% | +16.8% | -40.6% | -26.9% |
| 1Y | -16.5% | +12.4% | -28.9% | -19.2% |
| 3Y | -53.6% | +58.0% | -111.7% | -58.8% |
| 5Y | -42.1% | +73.7% | -115.9% | -49.7% |
| 10Y | +90.1% | +385.6% | -295.5% | +25.6% |
| All | +911.3% | +1,760.3% | -849.0% | +297.3% |
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