+79.1%
MTUM vs IBN
+58.3%
+20.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +0.6% |
| 7D | +0.7% | -3.0% | +3.7% | +1.8% |
| 30D | -2.4% | -1.5% | -0.9% | -2.0% |
| 3M | -3.6% | +7.9% | -11.6% | -6.5% |
| 6M | +23.7% | +8.6% | +15.0% | +19.5% |
| YTD | +22.9% | -0.6% | +23.5% | +22.4% |
| 1Y | +21.8% | -7.3% | +29.1% | +24.0% |
| 3Y | +114.4% | +26.2% | +88.2% | +90.7% |
| All | +79.1% | +58.3% | +20.8% | +38.7% |
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 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