+73.5%
MSFT vs IBN
+52.7%
+20.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.4% |
| 7D | -3.5% | -5.5% | +2.0% | -1.5% |
| 30D | -2.1% | -3.4% | +1.3% | -0.9% |
| 3M | +24.2% | +8.7% | +15.5% | +20.4% |
| 6M | +21.9% | +3.7% | +18.1% | +20.0% |
| YTD | +2.5% | -2.4% | +4.8% | +2.9% |
| 1Y | -0.8% | -8.1% | +7.3% | +1.7% |
| 3Y | +50.8% | +26.3% | +24.4% | +31.3% |
| 5Y | +73.5% | +54.9% | +18.6% | +31.8% |
| All | +73.5% | +52.7% | +20.8% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling