+1,119.9%
MKC vs IBN
+1,491.4%
-371.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.1% |
| 7D | -4.3% | -2.2% | -2.2% | -4.1% |
| 30D | -2.0% | -2.3% | +0.3% | -1.8% |
| 3M | +10.0% | +15.9% | -5.9% | +8.3% |
| 6M | -18.5% | +5.6% | -24.1% | -19.1% |
| YTD | -22.4% | -0.1% | -22.3% | -22.5% |
| 1Y | -23.6% | -6.5% | -17.1% | -23.3% |
| 3Y | -30.4% | +29.3% | -59.7% | -32.6% |
| 5Y | -34.2% | +56.6% | -90.8% | -37.8% |
| 10Y | +26.8% | +314.4% | -287.5% | +5.7% |
| All | +1,119.9% | +1,491.4% | -371.5% | +757.4% |
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 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