+578.8%
MS vs IBN
+368.7%
+210.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.5% | +2.5% |
| 7D | +0.7% | +14.6% | -13.9% | -4.7% |
| 30D | -0.9% | +23.5% | -24.5% | -9.2% |
| 3M | -13.0% | +14.0% | -27.0% | -17.7% |
| 6M | -2.0% | +31.1% | -33.1% | -12.6% |
| YTD | +7.8% | +16.6% | -8.8% | +0.5% |
| 1Y | +17.9% | +14.9% | +2.9% | +10.5% |
| 3Y | +174.8% | +56.9% | +117.9% | +123.2% |
| 5Y | +119.9% | +69.7% | +50.2% | +71.6% |
| 10Y | +578.8% | +365.4% | +213.5% | +266.2% |
| All | +578.8% | +368.7% | +210.2% | +266.2% |
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