+1,560.5%
META vs IBN
+653.0%
+907.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -0.2% | +11.1% | -11.3% | -2.9% |
| 30D | -15.4% | +23.9% | -39.2% | -20.0% |
| 3M | +5.0% | +16.3% | -11.3% | +0.8% |
| 6M | +5.2% | +34.2% | -29.0% | -2.9% |
| YTD | -4.5% | +17.6% | -22.1% | -8.8% |
| 1Y | +0.6% | +13.8% | -13.2% | -3.2% |
| 3Y | +93.1% | +57.0% | +36.1% | +70.1% |
| 5Y | +93.7% | +75.3% | +18.4% | +67.0% |
| 10Y | +433.3% | +388.7% | +44.7% | +274.7% |
| All | +1,560.5% | +653.0% | +907.5% | +1,017.9% |
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