+12.1%
O vs IBN
+73.9%
-61.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.2% | -0.2% |
| 7D | +3.5% | +15.8% | -12.2% | +0.6% |
| 30D | +10.4% | +25.1% | -14.6% | +5.7% |
| 3M | -2.4% | +16.0% | -18.4% | -5.3% |
| 6M | -1.2% | +32.8% | -34.0% | -6.6% |
| YTD | +10.4% | +18.0% | -7.6% | +6.4% |
| 1Y | +11.4% | +15.9% | -4.5% | +7.8% |
| 3Y | +40.4% | +57.6% | -17.3% | +24.6% |
| 5Y | +12.1% | +74.7% | -62.5% | -4.4% |
| All | +12.1% | +73.9% | -61.8% | -4.4% |
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