+498.8%
MAR vs IBN
+385.6%
+113.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | +1.6% | +1.9% | -0.3% | +0.9% |
| 30D | +13.8% | +22.1% | -8.3% | +5.2% |
| 3M | +20.3% | +17.1% | +3.2% | +12.9% |
| 6M | +21.3% | +35.5% | -14.2% | +7.3% |
| YTD | +37.2% | +16.8% | +20.4% | +28.4% |
| 1Y | +48.4% | +12.4% | +36.1% | +41.0% |
| 3Y | +120.1% | +58.0% | +62.1% | +79.2% |
| 5Y | +182.1% | +73.7% | +108.4% | +119.4% |
| All | +498.8% | +385.6% | +113.2% | +239.6% |
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