+885.0%
MSFT vs IBN
+312.2%
+572.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | 0.0% |
| 7D | -1.0% | -5.1% | +4.1% | +0.4% |
| 30D | -2.7% | -3.5% | +0.9% | -1.7% |
| 3M | +22.1% | +11.3% | +10.8% | +18.4% |
| 6M | +20.6% | +4.4% | +16.1% | +18.9% |
| YTD | +2.3% | -1.8% | +4.1% | +2.4% |
| 1Y | -0.5% | -8.0% | +7.4% | +1.3% |
| 3Y | +50.5% | +27.1% | +23.5% | +38.0% |
| 5Y | +72.3% | +54.5% | +17.8% | +48.6% |
| 10Y | +885.0% | +314.2% | +570.8% | +579.6% |
| All | +885.0% | +312.2% | +572.8% | +579.6% |
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 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