+1,381.0%
NET vs IBN
+182.7%
+1,198.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.8% | -6.3% | -4.0% |
| 7D | -16.4% | +8.9% | -25.3% | -19.2% |
| 30D | -25.8% | +12.6% | -38.5% | -29.4% |
| 3M | -11.5% | +3.1% | -14.6% | -13.1% |
| 6M | +18.9% | +20.6% | -1.7% | +9.4% |
| YTD | +35.2% | +5.8% | +29.4% | +30.6% |
| 1Y | +14.5% | +3.7% | +10.8% | +11.4% |
| 3Y | +313.8% | +40.3% | +273.5% | +247.1% |
| 5Y | +32.6% | +58.0% | -25.4% | +7.9% |
| All | +1,381.0% | +182.7% | +1,198.3% | +1,105.7% |
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 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