+631.0%
MSCI vs IBN
+312.2%
+318.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.1% |
| 7D | -1.1% | -5.1% | +4.0% | +0.5% |
| 30D | -1.2% | -3.5% | +2.4% | -0.1% |
| 3M | -8.4% | +11.3% | -19.7% | -11.5% |
| 6M | -1.0% | +4.4% | -5.5% | -2.7% |
| YTD | -2.3% | -1.8% | -0.5% | -2.2% |
| 1Y | -1.2% | -8.0% | +6.8% | +0.6% |
| 3Y | +7.9% | +27.1% | -19.2% | -2.0% |
| 5Y | -10.1% | +54.5% | -64.5% | -23.1% |
| 10Y | +631.0% | +314.2% | +316.7% | +397.0% |
| All | +631.0% | +312.2% | +318.8% | +397.0% |
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 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