+58.5%
ON vs IBN
+56.7%
+1.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.9% | -2.8% |
| 7D | -2.2% | -2.2% | 0.0% | -0.7% |
| 30D | -12.4% | -2.3% | -10.1% | -11.1% |
| 3M | -41.2% | +15.9% | -57.1% | -47.1% |
| 6M | +25.0% | +5.6% | +19.4% | +19.5% |
| YTD | +31.3% | -0.1% | +31.3% | +30.1% |
| 1Y | +45.4% | -6.5% | +52.0% | +49.3% |
| 3Y | -27.4% | +29.3% | -56.7% | -44.1% |
| 5Y | +58.5% | +56.6% | +1.9% | +2.0% |
| All | +58.5% | +56.7% | +1.8% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling