+293.0%
LOW vs IBN
+385.6%
-92.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +1.4% | +1.9% | -0.4% | +0.9% |
| 30D | +21.7% | +22.1% | -0.4% | +15.1% |
| 3M | +5.0% | +17.1% | -12.1% | +0.4% |
| 6M | +4.6% | +35.5% | -30.9% | -4.0% |
| YTD | -3.5% | +16.8% | -20.3% | -7.8% |
| 1Y | +0.5% | +12.4% | -11.8% | -3.0% |
| 3Y | +24.8% | +58.0% | -33.2% | +8.5% |
| 5Y | +6.5% | +73.7% | -67.3% | -10.5% |
| All | +293.0% | +385.6% | -92.6% | +159.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling