+53.8%
NDAQ vs IBN
+56.7%
-2.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.0% |
| 7D | -2.6% | -2.2% | -0.4% | -1.8% |
| 30D | +0.5% | -2.3% | +2.8% | +1.2% |
| 3M | +9.9% | +15.9% | -6.0% | +4.4% |
| 6M | +8.2% | +5.6% | +2.6% | +5.9% |
| YTD | -1.5% | -0.1% | -1.4% | -1.9% |
| 1Y | +1.3% | -6.5% | +7.9% | +3.0% |
| 3Y | +92.6% | +29.3% | +63.3% | +70.4% |
| 5Y | +53.8% | +56.6% | -2.7% | +22.9% |
| All | +53.8% | +56.7% | -2.9% | +22.9% |
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