-70.7%
NOK vs IBN
+1,760.3%
-1,831.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | +5.4% | +1.9% | +3.5% | +4.9% |
| 30D | -14.1% | +22.1% | -36.3% | -18.8% |
| 3M | -23.6% | +17.1% | -40.7% | -27.0% |
| 6M | -45.1% | +35.5% | -80.7% | -49.6% |
| YTD | +24.7% | +16.8% | +7.9% | +18.9% |
| 1Y | +19.0% | +12.4% | +6.6% | +14.6% |
| 3Y | +147.0% | +58.0% | +89.0% | +115.4% |
| 5Y | +58.2% | +73.7% | -15.6% | +34.6% |
| 10Y | +122.3% | +385.6% | -263.3% | +36.7% |
| All | -70.7% | +1,760.3% | -1,831.0% | -88.3% |
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