+2,113.0%
LOW vs IBN
+1,532.9%
+580.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | -1.7% | +1.4% | -3.1% | -2.0% |
| 30D | -7.0% | -0.3% | -6.7% | -7.0% |
| 3M | -0.9% | +17.1% | -18.0% | -4.1% |
| 6M | -20.1% | +3.4% | -23.5% | -20.6% |
| YTD | -13.9% | +2.5% | -16.4% | -14.4% |
| 1Y | -21.1% | -4.2% | -17.0% | -20.6% |
| 3Y | -6.6% | +32.4% | -39.0% | -12.6% |
| 5Y | +9.4% | +59.2% | -49.8% | -2.0% |
| 10Y | +220.5% | +345.7% | -125.2% | +123.6% |
| All | +2,113.0% | +1,532.9% | +580.1% | +950.1% |
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 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