-63.5%
NOK vs IBN
+1,532.9%
-1,596.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.8% |
| 7D | -1.8% | +1.4% | -3.2% | -2.1% |
| 30D | +4.7% | -0.3% | +5.0% | +4.8% |
| 3M | -39.7% | +17.1% | -56.8% | -42.1% |
| 6M | +23.1% | +3.4% | +19.7% | +21.7% |
| YTD | +55.0% | +2.5% | +52.5% | +53.5% |
| 1Y | +118.0% | -4.2% | +122.2% | +119.2% |
| 3Y | +170.5% | +32.4% | +138.1% | +147.9% |
| 5Y | +84.9% | +59.2% | +25.7% | +61.1% |
| 10Y | +112.0% | +345.7% | -233.7% | +33.5% |
| All | -63.5% | +1,532.9% | -1,596.4% | -84.9% |
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