+404.3%
META vs IBN
+367.6%
+36.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.3% | -0.5% |
| 7D | -0.8% | +15.1% | -15.9% | -5.4% |
| 30D | -15.4% | +21.6% | -37.1% | -20.9% |
| 3M | +3.5% | +11.2% | -7.7% | -0.4% |
| 6M | -0.3% | +27.8% | -28.0% | -8.5% |
| YTD | -7.3% | +14.7% | -22.0% | -12.1% |
| 1Y | -1.1% | +14.4% | -15.5% | -6.1% |
| 3Y | +95.1% | +52.1% | +43.0% | +66.8% |
| 5Y | +80.6% | +70.7% | +9.9% | +49.5% |
| All | +404.3% | +367.6% | +36.7% | +232.8% |
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 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