+125.9%
MS vs IBN
+74.4%
+51.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | -1.7% | +11.1% | -12.9% | -6.3% |
| 30D | +0.9% | +23.9% | -22.9% | -8.4% |
| 3M | -10.8% | +16.3% | -27.1% | -16.9% |
| 6M | +0.9% | +34.2% | -33.3% | -12.0% |
| YTD | +9.8% | +17.6% | -7.8% | +1.3% |
| 1Y | +17.1% | +13.8% | +3.2% | +9.6% |
| 3Y | +175.7% | +57.0% | +118.7% | +112.4% |
| 5Y | +125.9% | +75.3% | +50.5% | +57.0% |
| All | +125.9% | +74.4% | +51.4% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling