+572.1%
ON vs IBN
+316.4%
+255.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -0.9% |
| 7D | -4.7% | -5.5% | +0.7% | -2.0% |
| 30D | -13.5% | -3.4% | -10.1% | -12.0% |
| 3M | -36.3% | +8.7% | -45.0% | -39.1% |
| 6M | +17.8% | +3.7% | +14.0% | +15.1% |
| YTD | +29.6% | -2.4% | +32.0% | +30.4% |
| 1Y | +45.8% | -8.1% | +53.9% | +50.2% |
| 3Y | -28.3% | +26.3% | -54.7% | -38.0% |
| 5Y | +49.6% | +54.9% | -5.3% | +18.4% |
| All | +572.1% | +316.4% | +255.7% | +279.5% |
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