+2,632.1%
NDAQ vs IBN
+3,485.8%
-853.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | +1.7% | +5.7% | -4.0% | -0.1% |
| 30D | +16.2% | +20.5% | -4.3% | +9.4% |
| 3M | +14.0% | +15.2% | -1.3% | +8.7% |
| 6M | +22.3% | +34.5% | -12.3% | +11.0% |
| YTD | +13.0% | +16.4% | -3.4% | +7.1% |
| 1Y | +24.0% | +13.5% | +10.5% | +18.4% |
| 3Y | +117.1% | +55.4% | +61.7% | +85.1% |
| 5Y | +67.5% | +73.1% | -5.5% | +36.9% |
| 10Y | +474.3% | +383.7% | +90.5% | +205.0% |
| All | +2,632.1% | +3,485.8% | -853.8% | +735.6% |
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