+1,402.1%
MOH vs IBN
+2,765.9%
-1,363.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.3% |
| 7D | -1.3% | -5.5% | +4.2% | -0.2% |
| 30D | +3.0% | -3.4% | +6.4% | +3.7% |
| 3M | +1.2% | +8.7% | -7.5% | -0.5% |
| 6M | +41.7% | +3.7% | +38.0% | +40.2% |
| YTD | +15.4% | -2.4% | +17.8% | +15.3% |
| 1Y | +11.8% | -8.1% | +19.9% | +13.1% |
| 3Y | -37.5% | +26.3% | -63.8% | -41.5% |
| 5Y | -20.6% | +54.9% | -75.6% | -29.6% |
| 10Y | +255.8% | +311.8% | -56.0% | +143.4% |
| All | +1,402.1% | +2,765.9% | -1,363.8% | +597.3% |
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 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