+5.2%
LOW vs IBN
+58.3%
-53.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.5% |
| 7D | -3.7% | -3.0% | -0.7% | -2.7% |
| 30D | -8.9% | -1.5% | -7.4% | -8.4% |
| 3M | -10.4% | +7.9% | -18.3% | -12.8% |
| 6M | -19.4% | +8.6% | -28.0% | -21.8% |
| YTD | -17.1% | -0.6% | -16.6% | -17.4% |
| 1Y | -26.3% | -7.3% | -18.9% | -25.0% |
| 3Y | -9.9% | +26.2% | -36.1% | -19.4% |
| All | +5.2% | +58.3% | -53.1% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling