+15,614.6%
MA vs IBN
+778.2%
+14,836.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.7% | -1.8% |
| 7D | +2.3% | +15.1% | -12.8% | -2.2% |
| 30D | +14.7% | +21.6% | -7.0% | +7.8% |
| 3M | +13.5% | +11.2% | +2.3% | +9.6% |
| 6M | +33.1% | +27.8% | +5.4% | +23.0% |
| YTD | +15.1% | +14.7% | +0.4% | +9.7% |
| 1Y | +18.7% | +14.4% | +4.3% | +13.3% |
| 3Y | +72.1% | +52.1% | +20.0% | +48.3% |
| 5Y | +92.8% | +70.7% | +22.1% | +59.8% |
| 10Y | +571.6% | +385.5% | +186.1% | +281.6% |
| All | +15,614.6% | +778.2% | +14,836.4% | +5,821.9% |
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