+109.7%
NYT vs IBN
+1,454.8%
-1,345.1%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.1% |
| 7D | -0.7% | -5.5% | +4.7% | +0.4% |
| 30D | +4.5% | -3.4% | +7.9% | +5.2% |
| 3M | -8.5% | +8.7% | -17.2% | -10.2% |
| 6M | -15.1% | +3.7% | -18.8% | -15.9% |
| YTD | -3.3% | -2.4% | -0.9% | -3.1% |
| 1Y | +17.0% | -8.1% | +25.1% | +18.5% |
| 3Y | +55.7% | +26.3% | +29.3% | +46.5% |
| 5Y | +38.9% | +54.9% | -16.1% | +24.4% |
| 10Y | +485.3% | +311.8% | +173.5% | +305.5% |
| All | +109.7% | +1,454.8% | -1,345.1% | +10.9% |
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