+47.5%
MDY vs IBN
+53.6%
-6.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -0.4% |
| 7D | -0.8% | -5.1% | +4.3% | +1.2% |
| 30D | -3.9% | -3.5% | -0.3% | -2.6% |
| 3M | 0.0% | +11.3% | -11.4% | -4.2% |
| 6M | +8.5% | +4.4% | +4.1% | +6.4% |
| YTD | +13.2% | -1.8% | +15.0% | +13.3% |
| 1Y | +15.0% | -8.0% | +23.0% | +17.7% |
| 3Y | +49.6% | +27.1% | +22.5% | +30.7% |
| All | +47.5% | +53.6% | -6.2% | +14.2% |
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