+2,715.8%
MSCI vs IBN
+261.8%
+2,454.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.2% | -6.5% | -3.5% |
| 7D | +2.8% | +15.1% | -12.2% | -1.5% |
| 30D | +15.4% | +21.6% | -6.2% | +8.7% |
| 3M | +13.4% | +11.2% | +2.2% | +9.7% |
| 6M | +10.9% | +27.8% | -16.8% | +2.7% |
| YTD | +13.0% | +14.7% | -1.7% | +7.7% |
| 1Y | +12.0% | +14.4% | -2.4% | +6.9% |
| 3Y | +34.1% | +52.1% | -18.0% | +15.7% |
| 5Y | +3.9% | +70.7% | -66.8% | -13.3% |
| 10Y | +802.0% | +385.5% | +416.5% | +413.1% |
| All | +2,715.8% | +261.8% | +2,454.0% | +1,114.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling