+779.7%
MSCI vs IBN
+368.7%
+411.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.3% |
| 7D | +1.5% | +14.6% | -13.2% | -2.9% |
| 30D | +14.4% | +23.5% | -9.1% | +7.0% |
| 3M | +15.2% | +14.0% | +1.2% | +10.4% |
| 6M | +11.2% | +31.1% | -19.9% | +1.8% |
| YTD | +13.9% | +16.6% | -2.6% | +7.9% |
| 1Y | +12.5% | +14.9% | -2.4% | +7.0% |
| 3Y | +32.3% | +56.9% | -24.6% | +12.0% |
| 5Y | +4.9% | +69.7% | -64.8% | -13.6% |
| 10Y | +779.7% | +365.4% | +414.3% | +464.8% |
| All | +779.7% | +368.7% | +411.0% | +464.8% |
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