+50.9%
O vs IBN
+316.4%
-265.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -3.5% | -5.5% | +2.0% | -2.2% |
| 30D | -3.3% | -3.4% | +0.1% | -2.6% |
| 3M | -2.8% | +8.7% | -11.5% | -4.8% |
| 6M | -5.8% | +3.7% | -9.5% | -6.8% |
| YTD | +9.4% | -2.4% | +11.8% | +9.5% |
| 1Y | +5.7% | -8.1% | +13.8% | +7.2% |
| 3Y | +27.2% | +26.3% | +0.9% | +17.9% |
| 5Y | +17.2% | +54.9% | -37.7% | +1.9% |
| All | +50.9% | +316.4% | -265.5% | +9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling