+881.2%
IT vs IBN
+1,532.9%
-651.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.5% |
| 7D | -6.0% | +1.4% | -7.4% | -6.3% |
| 30D | 0.0% | -0.3% | +0.3% | 0.0% |
| 3M | +13.1% | +17.1% | -4.0% | +8.9% |
| 6M | +11.7% | +3.4% | +8.3% | +10.4% |
| YTD | -26.1% | +2.5% | -28.6% | -26.9% |
| 1Y | -21.3% | -4.2% | -17.1% | -21.0% |
| 3Y | -46.7% | +32.4% | -79.1% | -50.7% |
| 5Y | -40.5% | +59.2% | -99.7% | -47.3% |
| 10Y | +103.9% | +345.7% | -241.8% | +37.1% |
| All | +881.2% | +1,532.9% | -651.7% | +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