+34.1%
MSCI vs IBN
+51.2%
-17.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.2% | -6.5% | -3.1% |
| 7D | +2.8% | +15.1% | -12.2% | -0.2% |
| 30D | +15.4% | +21.6% | -6.2% | +10.8% |
| 3M | +13.4% | +11.2% | +2.2% | +10.7% |
| 6M | +10.9% | +27.8% | -16.8% | +5.4% |
| YTD | +13.0% | +14.7% | -1.7% | +9.3% |
| 1Y | +12.0% | +14.4% | -2.4% | +8.4% |
| 3Y | +34.1% | +52.1% | -18.0% | +21.9% |
| All | +34.1% | +51.2% | -17.1% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling