+803.2%
MS vs IBN
+312.2%
+491.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.3% |
| 7D | +1.7% | -5.1% | +6.8% | +3.8% |
| 30D | 0.0% | -3.5% | +3.5% | +1.4% |
| 3M | +3.0% | +11.3% | -8.3% | -1.5% |
| 6M | +35.7% | +4.4% | +31.2% | +32.9% |
| YTD | +23.3% | -1.8% | +25.1% | +23.6% |
| 1Y | +44.7% | -8.0% | +52.7% | +48.3% |
| 3Y | +178.0% | +27.1% | +150.9% | +146.8% |
| 5Y | +143.2% | +54.5% | +88.7% | +97.5% |
| 10Y | +803.2% | +314.2% | +489.0% | +410.9% |
| All | +803.2% | +312.2% | +491.0% | +410.9% |
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 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