-9.1%
LOW vs IBN
+25.8%
-34.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.6% |
| 7D | -0.6% | -5.1% | +4.5% | +0.9% |
| 30D | -9.3% | -3.5% | -5.7% | -8.3% |
| 3M | -8.1% | +11.3% | -19.4% | -11.0% |
| 6M | -19.8% | +4.4% | -24.2% | -21.1% |
| YTD | -16.4% | -1.8% | -14.6% | -16.8% |
| 1Y | -24.7% | -8.0% | -16.7% | -24.1% |
| All | -9.1% | +25.8% | -34.9% | -17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling