+844.5%
MSCI vs IBN
+385.6%
+458.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +2.7% | +1.9% | +0.8% | +2.1% |
| 30D | +17.4% | +22.1% | -4.7% | +10.2% |
| 3M | +14.8% | +17.1% | -2.3% | +9.2% |
| 6M | +16.1% | +35.5% | -19.4% | +5.3% |
| YTD | +16.0% | +16.8% | -0.8% | +9.8% |
| 1Y | +16.4% | +12.4% | +4.0% | +11.6% |
| 3Y | +35.3% | +58.0% | -22.7% | +14.4% |
| 5Y | +6.6% | +73.7% | -67.1% | -12.6% |
| All | +844.5% | +385.6% | +458.9% | +509.9% |
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