+424.9%
MAR vs IBN
+316.4%
+108.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.5% |
| 7D | -2.1% | -5.5% | +3.4% | 0.0% |
| 30D | -5.7% | -3.4% | -2.2% | -4.5% |
| 3M | -14.6% | +8.7% | -23.3% | -17.5% |
| 6M | +1.3% | +3.7% | -2.4% | -0.3% |
| YTD | +6.7% | -2.4% | +9.1% | +7.3% |
| 1Y | +26.4% | -8.1% | +34.5% | +29.7% |
| 3Y | +64.7% | +26.3% | +38.4% | +47.2% |
| 5Y | +153.1% | +54.9% | +98.1% | +107.2% |
| All | +424.9% | +316.4% | +108.5% | +225.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling