+2,554.6%
O vs IBN
+1,532.9%
+1,021.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -0.7% | +1.4% | -2.1% | -1.0% |
| 30D | -1.9% | -0.3% | -1.6% | -1.8% |
| 3M | +3.8% | +17.1% | -13.3% | +0.5% |
| 6M | -4.7% | +3.4% | -8.1% | -5.6% |
| YTD | +12.5% | +2.5% | +9.9% | +11.5% |
| 1Y | +10.8% | -4.2% | +15.0% | +11.3% |
| 3Y | +28.8% | +32.4% | -3.6% | +19.9% |
| 5Y | +13.2% | +59.2% | -46.0% | +0.5% |
| 10Y | +53.5% | +345.7% | -292.2% | +5.8% |
| All | +2,554.6% | +1,532.9% | +1,021.7% | +1,242.4% |
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 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