+227.1%
LOW vs IBN
+316.4%
-89.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -2.6% | -5.5% | +2.8% | -1.1% |
| 30D | -11.1% | -3.4% | -7.7% | -10.3% |
| 3M | -8.5% | +8.7% | -17.2% | -10.6% |
| 6M | -20.8% | +3.7% | -24.6% | -21.7% |
| YTD | -17.2% | -2.4% | -14.8% | -16.9% |
| 1Y | -24.7% | -8.1% | -16.6% | -23.3% |
| 3Y | -9.7% | +26.3% | -36.1% | -16.4% |
| 5Y | +6.0% | +54.9% | -48.9% | -7.6% |
| All | +227.1% | +316.4% | -89.3% | +128.3% |
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 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