-10.3%
M vs IBN
+68.5%
-78.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.2% | -8.8% | -7.4% |
| 7D | -4.3% | +15.1% | -19.3% | -13.4% |
| 30D | +1.3% | +21.6% | -20.4% | -11.8% |
| 3M | -7.4% | +11.2% | -18.6% | -14.4% |
| 6M | +18.3% | +27.8% | -9.4% | -0.3% |
| YTD | +7.6% | +14.7% | -7.1% | -2.8% |
| 1Y | +17.4% | +14.4% | +3.0% | +6.1% |
| 3Y | +108.4% | +52.1% | +56.3% | +42.7% |
| All | -10.3% | +68.5% | -78.8% | -47.9% |
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