+904.4%
IT vs IBN
+1,753.3%
-848.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -3.7% | +5.7% | -9.4% | -4.9% |
| 30D | -3.1% | +20.5% | -23.6% | -7.2% |
| 3M | +6.3% | +15.2% | -8.9% | +2.8% |
| 6M | +24.8% | +34.5% | -9.8% | +16.3% |
| YTD | -24.4% | +16.4% | -40.7% | -27.3% |
| 1Y | -17.1% | +13.5% | -30.6% | -19.9% |
| 3Y | -53.6% | +55.4% | -109.1% | -58.7% |
| 5Y | -42.5% | +73.1% | -115.6% | -50.0% |
| 10Y | +88.8% | +383.7% | -294.9% | +24.9% |
| All | +904.4% | +1,753.3% | -848.9% | +294.9% |
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