+154.1%
MAR vs IBN
+54.0%
+100.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.6% |
| 7D | -0.5% | -5.1% | +4.6% | +1.7% |
| 30D | -4.7% | -3.5% | -1.1% | -3.3% |
| 3M | -15.6% | +11.3% | -26.9% | -19.7% |
| 6M | +1.2% | +4.4% | -3.2% | -1.1% |
| YTD | +7.5% | -1.8% | +9.3% | +7.7% |
| 1Y | +26.6% | -8.0% | +34.6% | +30.0% |
| 3Y | +66.0% | +27.1% | +38.9% | +42.6% |
| 5Y | +154.1% | +54.5% | +99.6% | +90.5% |
| All | +154.1% | +54.0% | +100.1% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling