+34.0%
MSCI vs IBN
+56.7%
-22.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | -0.7% | +5.7% | -6.4% | -1.8% |
| 30D | +16.2% | +20.5% | -4.3% | +11.7% |
| 3M | +16.1% | +15.2% | +0.9% | +12.6% |
| 6M | +12.9% | +34.5% | -21.6% | +6.3% |
| YTD | +14.8% | +16.4% | -1.5% | +10.8% |
| 1Y | +13.8% | +13.5% | +0.2% | +10.2% |
| All | +34.0% | +56.7% | -22.8% | +20.6% |
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