+1,868.8%
NI vs IBN
+1,491.4%
+377.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.8% | +1.6% |
| 7D | +2.3% | -2.2% | +4.5% | +2.6% |
| 30D | -1.7% | -2.3% | +0.6% | -1.4% |
| 3M | -8.0% | +15.9% | -23.9% | -9.9% |
| 6M | -8.6% | +5.6% | -14.2% | -9.5% |
| YTD | +2.3% | -0.1% | +2.4% | +2.1% |
| 1Y | +6.9% | -6.5% | +13.5% | +7.6% |
| 3Y | +70.6% | +29.3% | +41.2% | +63.1% |
| 5Y | +96.4% | +56.6% | +39.8% | +81.4% |
| 10Y | +136.1% | +314.4% | -178.2% | +84.1% |
| All | +1,868.8% | +1,491.4% | +377.4% | +1,123.6% |
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