+13.7%
O vs IBN
+56.7%
-43.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.2% | +0.1% |
| 7D | -0.6% | -2.2% | +1.6% | -0.1% |
| 30D | -2.0% | -2.3% | +0.3% | -1.5% |
| 3M | +3.0% | +15.9% | -12.9% | 0.0% |
| 6M | -3.6% | +5.6% | -9.2% | -4.9% |
| YTD | +12.1% | -0.1% | +12.1% | +11.7% |
| 1Y | +8.9% | -6.5% | +15.4% | +9.8% |
| 3Y | +30.3% | +29.3% | +1.0% | +20.6% |
| 5Y | +13.7% | +56.6% | -42.9% | -1.6% |
| All | +13.7% | +56.7% | -43.0% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling