+609.5%
MTUM vs IBN
+311.5%
+298.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.6% |
| 7D | +4.1% | -5.1% | +9.2% | +5.4% |
| 30D | +0.6% | -3.5% | +4.2% | +1.4% |
| 3M | -0.6% | +11.3% | -11.9% | -3.3% |
| 6M | +25.3% | +4.4% | +20.9% | +23.8% |
| YTD | +23.8% | -1.8% | +25.6% | +23.9% |
| 1Y | +25.4% | -8.0% | +33.4% | +27.2% |
| 3Y | +117.3% | +27.1% | +90.2% | +103.1% |
| 5Y | +79.7% | +54.5% | +25.2% | +59.6% |
| 10Y | +359.6% | +314.2% | +45.4% | +226.7% |
| All | +609.5% | +311.5% | +298.0% | +411.6% |
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 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