+20.5%
M vs IBN
+54.0%
-33.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.7% | -2.5% | -3.0% |
| 7D | -4.1% | -5.1% | +1.0% | -0.6% |
| 30D | -13.6% | -3.5% | -10.1% | -11.6% |
| 3M | -2.3% | +11.3% | -13.6% | -8.8% |
| 6M | +21.9% | +4.4% | +17.5% | +18.1% |
| YTD | -0.6% | -1.8% | +1.2% | +0.3% |
| 1Y | +29.7% | -8.0% | +37.7% | +35.8% |
| 3Y | +107.3% | +27.1% | +80.2% | +64.9% |
| 5Y | +20.5% | +54.5% | -34.0% | -22.7% |
| All | +20.5% | +54.0% | -33.5% | -22.7% |
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 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