+67.0%
MAR vs IBN
+25.8%
+41.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.3% |
| 7D | -0.5% | -5.1% | +4.6% | +1.0% |
| 30D | -4.7% | -3.5% | -1.1% | -3.8% |
| 3M | -15.6% | +11.3% | -26.9% | -18.3% |
| 6M | +1.2% | +4.4% | -3.2% | -0.6% |
| YTD | +7.5% | -1.8% | +9.3% | +7.2% |
| 1Y | +26.6% | -8.0% | +34.6% | +27.8% |
| All | +67.0% | +25.8% | +41.2% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling