-27.5%
ON vs IBN
+25.8%
-53.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.5% |
| 7D | -1.9% | -5.1% | +3.2% | +0.2% |
| 30D | -11.0% | -3.5% | -7.5% | -9.8% |
| 3M | -39.3% | +11.3% | -50.6% | -42.2% |
| 6M | +19.8% | +4.4% | +15.4% | +16.7% |
| YTD | +31.1% | -1.8% | +32.9% | +30.7% |
| 1Y | +46.0% | -8.0% | +54.0% | +48.1% |
| All | -27.5% | +25.8% | -53.3% | -29.2% |
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