+447.1%
META vs IBN
+383.7%
+63.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | +3.1% | +5.7% | -2.7% | +1.2% |
| 30D | -18.2% | +20.5% | -38.7% | -23.3% |
| 3M | +7.8% | +15.2% | -7.4% | +2.5% |
| 6M | +3.6% | +34.5% | -30.9% | -6.6% |
| YTD | -5.3% | +16.4% | -21.7% | -10.6% |
| 1Y | +2.7% | +13.5% | -10.8% | -2.2% |
| 3Y | +91.5% | +55.4% | +36.1% | +62.4% |
| 5Y | +84.7% | +73.1% | +11.6% | +52.0% |
| All | +447.1% | +383.7% | +63.3% | +256.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling