+238.2%
LUV vs IBN
+1,463.9%
-1,225.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.4% |
| 7D | +0.7% | -5.1% | +5.8% | +1.9% |
| 30D | -13.4% | -3.5% | -9.9% | -12.7% |
| 3M | -9.6% | +11.3% | -20.9% | -11.8% |
| 6M | -8.9% | +4.4% | -13.3% | -9.6% |
| YTD | -5.2% | -1.8% | -3.4% | -4.5% |
| 1Y | +27.0% | -8.0% | +35.0% | +29.7% |
| 3Y | +39.6% | +27.1% | +12.6% | +31.9% |
| 5Y | -14.4% | +54.5% | -68.9% | -22.9% |
| 10Y | +17.3% | +314.2% | -297.0% | -17.2% |
| All | +238.2% | +1,463.9% | -1,225.7% | +57.7% |
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