+47.5%
ON vs IBN
-8.1%
+55.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.4% |
| 7D | -1.9% | -5.1% | +3.2% | -0.3% |
| 30D | -11.0% | -3.5% | -7.5% | -10.0% |
| 3M | -39.3% | +11.3% | -50.6% | -41.9% |
| 6M | +19.8% | +4.4% | +15.4% | +15.0% |
| YTD | +31.1% | -1.8% | +32.9% | +27.1% |
| All | +47.5% | -8.1% | +55.5% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling