+196.1%
ON vs IBN
+1,454.9%
-1,258.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.8% |
| 7D | +12.2% | +1.9% | +10.4% | +11.5% |
| 30D | -3.1% | +22.1% | -25.2% | -10.3% |
| 3M | -12.9% | +17.1% | -30.0% | -18.1% |
| 6M | -38.6% | +35.5% | -74.1% | -45.4% |
| YTD | +31.2% | +16.8% | +14.4% | +23.2% |
| 1Y | +47.6% | +12.4% | +35.2% | +40.5% |
| 3Y | +6.6% | +58.0% | -51.4% | -11.3% |
| 5Y | +21.3% | +73.7% | -52.5% | -1.3% |
| 10Y | +533.3% | +385.6% | +147.8% | +247.0% |
| All | +196.1% | +1,454.9% | -1,258.8% | -18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling