+19.9%
MA vs IBN
+16.2%
+3.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | 0.0% |
| 7D | +1.8% | +15.8% | -14.0% | -3.8% |
| 30D | +11.8% | +25.1% | -13.2% | +2.7% |
| 3M | +17.2% | +16.0% | +1.2% | +10.5% |
| 6M | +33.4% | +32.8% | +0.6% | +19.8% |
| YTD | +16.1% | +18.0% | -1.9% | +9.3% |
| 1Y | +19.9% | +15.9% | +4.0% | +13.0% |
| All | +19.9% | +16.2% | +3.8% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling