+114.4%
MTUM vs IBN
+27.4%
+87.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +0.8% |
| 7D | +0.7% | -3.0% | +3.7% | +1.5% |
| 30D | -2.4% | -1.5% | -0.9% | -2.1% |
| 3M | -3.6% | +7.9% | -11.6% | -5.8% |
| 6M | +23.7% | +8.6% | +15.0% | +20.4% |
| YTD | +22.9% | -0.6% | +23.5% | +22.2% |
| 1Y | +21.8% | -7.3% | +29.1% | +23.0% |
| 3Y | +114.4% | +26.2% | +88.2% | +103.7% |
| All | +114.4% | +27.4% | +87.0% | +103.7% |
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