+126.9%
M vs IBN
+1,532.9%
-1,406.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.8% |
| 7D | +4.7% | +1.4% | +3.3% | +4.3% |
| 30D | -9.6% | -0.3% | -9.3% | -9.6% |
| 3M | +0.9% | +17.1% | -16.3% | -3.7% |
| 6M | +22.3% | +3.4% | +18.9% | +21.1% |
| YTD | +6.5% | +2.5% | +4.0% | +5.8% |
| 1Y | +38.8% | -4.2% | +42.9% | +40.3% |
| 3Y | +115.9% | +32.4% | +83.5% | +97.3% |
| 5Y | +28.6% | +59.2% | -30.6% | +12.3% |
| 10Y | -2.5% | +345.7% | -348.2% | -39.2% |
| All | +126.9% | +1,532.9% | -1,406.0% | -3.9% |
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 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