+1,026.4%
MKTX vs IBN
+1,115.8%
-89.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.5% |
| 7D | +0.3% | -5.1% | +5.4% | +1.8% |
| 30D | +1.0% | -3.5% | +4.5% | +2.0% |
| 3M | +40.8% | +11.3% | +29.5% | +36.3% |
| 6M | -10.9% | +4.4% | -15.3% | -12.3% |
| YTD | -8.6% | -1.8% | -6.8% | -8.6% |
| 1Y | -11.6% | -8.0% | -3.6% | -10.0% |
| 3Y | -24.5% | +27.1% | -51.6% | -31.4% |
| 5Y | -60.7% | +54.5% | -115.2% | -66.8% |
| 10Y | +5.1% | +314.2% | -309.1% | -42.7% |
| All | +1,026.4% | +1,115.8% | -89.5% | +322.8% |
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 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