+115.1%
NOK vs IBN
+58.3%
+56.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.9% | +2.9% | +4.1% |
| 7D | +11.0% | -3.0% | +14.0% | +12.2% |
| 30D | +7.8% | -1.5% | +9.4% | +8.4% |
| 3M | -21.0% | +7.9% | -28.9% | -23.4% |
| 6M | +40.9% | +8.6% | +32.2% | +35.8% |
| YTD | +72.0% | -0.6% | +72.6% | +71.5% |
| 1Y | +140.9% | -7.3% | +148.2% | +146.3% |
| 3Y | +194.3% | +26.2% | +168.0% | +157.7% |
| All | +115.1% | +58.3% | +56.8% | +61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling