+9.5%
OMC vs IBN
+25.8%
-16.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -3.1% |
| 7D | -4.2% | -5.1% | +0.9% | -3.2% |
| 30D | -7.5% | -3.5% | -4.0% | -6.9% |
| 3M | +4.6% | +11.3% | -6.7% | +2.5% |
| 6M | -4.8% | +4.4% | -9.3% | -5.8% |
| YTD | -1.0% | -1.8% | +0.8% | -1.1% |
| 1Y | +3.8% | -8.0% | +11.8% | +5.0% |
| All | +9.5% | +25.8% | -16.4% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling