+2,658.0%
NDAQ vs IBN
+3,522.3%
-864.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | 0.0% | +11.1% | -11.2% | -3.4% |
| 30D | +16.3% | +23.9% | -7.5% | +8.5% |
| 3M | +15.8% | +16.3% | -0.5% | +10.2% |
| 6M | +24.8% | +34.2% | -9.4% | +13.4% |
| YTD | +14.1% | +17.6% | -3.5% | +7.8% |
| 1Y | +26.5% | +13.8% | +12.7% | +20.7% |
| 3Y | +119.1% | +57.0% | +62.1% | +86.2% |
| 5Y | +70.9% | +75.3% | -4.4% | +39.2% |
| 10Y | +479.7% | +388.7% | +91.1% | +206.9% |
| All | +2,658.0% | +3,522.3% | -864.4% | +740.8% |
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