+82.5%
O vs IBN
+389.8%
-307.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +0.6% | +11.1% | -10.5% | -2.0% |
| 30D | +9.4% | +23.9% | -14.4% | +3.8% |
| 3M | -2.4% | +16.3% | -18.7% | -6.1% |
| 6M | -1.9% | +34.2% | -36.1% | -8.9% |
| YTD | +10.5% | +17.6% | -7.1% | +5.6% |
| 1Y | +10.0% | +13.8% | -3.9% | +6.0% |
| 3Y | +40.5% | +57.0% | -16.6% | +23.0% |
| 5Y | +10.2% | +75.3% | -65.1% | -7.4% |
| 10Y | +82.5% | +388.7% | -306.2% | +26.2% |
| All | +82.5% | +389.8% | -307.4% | +26.2% |
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