+380.3%
NDAQ vs IBN
+312.2%
+68.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.4% |
| 7D | -1.6% | -5.1% | +3.5% | -0.3% |
| 30D | -1.5% | -3.5% | +2.1% | -0.6% |
| 3M | +8.0% | +11.3% | -3.3% | +5.2% |
| 6M | +7.7% | +4.4% | +3.3% | +6.4% |
| YTD | -2.3% | -1.8% | -0.5% | -2.2% |
| 1Y | +0.6% | -8.0% | +8.5% | +2.2% |
| 3Y | +90.9% | +27.1% | +63.8% | +77.9% |
| 5Y | +52.5% | +54.5% | -2.0% | +34.9% |
| 10Y | +380.3% | +314.2% | +66.0% | +253.7% |
| All | +380.3% | +312.2% | +68.1% | +253.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling