-4.3%
M vs IBN
+364.2%
-368.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | 0.0% |
| 7D | +5.0% | +15.8% | -10.7% | -1.9% |
| 30D | +10.6% | +25.1% | -14.4% | -0.1% |
| 3M | +1.6% | +16.0% | -14.4% | -5.2% |
| 6M | +30.8% | +32.8% | -1.9% | +15.2% |
| YTD | +16.9% | +18.0% | -1.1% | +8.2% |
| 1Y | +26.3% | +15.9% | +10.4% | +17.8% |
| 3Y | +158.6% | +57.6% | +101.0% | +107.4% |
| 5Y | +2.1% | +74.7% | -72.6% | -21.5% |
| 10Y | -4.3% | +373.9% | -378.3% | -42.2% |
| All | -4.3% | +364.2% | -368.5% | -42.2% |
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