+1,576.0%
MSFT vs IBN
+1,726.4%
-150.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.2% | -5.2% | -1.9% |
| 7D | +1.7% | +15.1% | -13.4% | -1.4% |
| 30D | +0.2% | +21.6% | -21.5% | -4.1% |
| 3M | +6.4% | +11.2% | -4.8% | +3.8% |
| 6M | +28.7% | +27.8% | +0.9% | +21.8% |
| YTD | +10.4% | +14.7% | -4.3% | +6.8% |
| 1Y | +7.6% | +14.4% | -6.8% | +4.1% |
| 3Y | +52.3% | +52.1% | +0.2% | +37.3% |
| 5Y | +64.5% | +70.7% | -6.2% | +44.5% |
| 10Y | +917.8% | +385.5% | +532.3% | +586.6% |
| All | +1,576.0% | +1,726.4% | -150.4% | +566.2% |
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