+50.6%
MSFT vs IBN
+53.6%
-3.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.2% | -5.2% | -1.8% |
| 7D | +1.7% | +15.1% | -13.4% | -1.0% |
| 30D | +0.2% | +21.6% | -21.5% | -3.6% |
| 3M | +6.4% | +11.2% | -4.8% | +4.1% |
| 6M | +28.7% | +27.8% | +0.9% | +23.0% |
| YTD | +10.4% | +14.7% | -4.3% | +7.1% |
| 1Y | +7.6% | +14.4% | -6.8% | +4.4% |
| All | +50.6% | +53.6% | -3.1% | +46.6% |
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