+462.9%
META vs IBN
+385.6%
+77.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.8% |
| 7D | +5.2% | +1.9% | +3.3% | +4.6% |
| 30D | -13.0% | +22.1% | -35.1% | -18.8% |
| 3M | +7.9% | +17.1% | -9.2% | +2.1% |
| 6M | +4.2% | +35.5% | -31.3% | -6.3% |
| YTD | -2.5% | +16.8% | -19.3% | -8.1% |
| 1Y | +5.6% | +12.4% | -6.8% | +0.8% |
| 3Y | +96.8% | +58.0% | +38.8% | +66.0% |
| 5Y | +90.0% | +73.7% | +16.3% | +56.2% |
| All | +462.9% | +385.6% | +77.4% | +266.3% |
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 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