+2,327.9%
NDAQ vs IBN
+3,059.4%
-731.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.1% | -1.6% |
| 7D | -2.4% | +1.4% | -3.9% | -2.9% |
| 30D | +2.5% | -0.3% | +2.8% | +2.5% |
| 3M | +9.9% | +17.1% | -7.2% | +4.4% |
| 6M | +9.4% | +3.4% | +6.0% | +7.9% |
| YTD | +0.4% | +2.5% | -2.1% | -0.8% |
| 1Y | +4.0% | -4.2% | +8.2% | +4.8% |
| 3Y | +94.4% | +32.4% | +62.0% | +74.5% |
| 5Y | +56.7% | +59.2% | -2.5% | +31.4% |
| 10Y | +375.3% | +345.7% | +29.6% | +157.4% |
| All | +2,327.9% | +3,059.4% | -731.5% | +674.0% |
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