+56.5%
MDY vs IBN
+57.3%
-0.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +2.3% | +1.9% | +0.4% | +1.8% |
| 30D | +2.0% | +22.1% | -20.1% | -3.1% |
| 3M | -5.6% | +17.1% | -22.7% | -9.4% |
| 6M | +1.3% | +35.5% | -34.3% | -6.6% |
| YTD | +12.3% | +16.8% | -4.5% | +7.2% |
| 1Y | +15.8% | +12.4% | +3.4% | +11.5% |
| 3Y | +56.5% | +58.0% | -1.5% | +37.8% |
| All | +56.5% | +57.3% | -0.8% | +37.8% |
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