+923.0%
MDY vs IBN
+1,760.3%
-837.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.7% |
| 3M | -5.6% | +17.1% | -22.7% | -9.1% |
| 6M | +1.3% | +35.5% | -34.3% | -5.7% |
| YTD | +12.3% | +16.8% | -4.5% | +8.0% |
| 1Y | +15.8% | +12.4% | +3.4% | +12.3% |
| 3Y | +56.5% | +58.0% | -1.5% | +39.3% |
| 5Y | +35.1% | +73.7% | -38.6% | +17.5% |
| 10Y | +167.4% | +385.6% | -218.1% | +77.8% |
| All | +923.0% | +1,760.3% | -837.3% | +361.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling