+207.2%
ON vs IBN
+1,449.0%
-1,241.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.5% |
| 7D | +17.0% | +5.7% | +11.3% | +14.7% |
| 30D | -3.9% | +20.5% | -24.4% | -10.5% |
| 3M | -11.5% | +15.2% | -26.8% | -16.3% |
| 6M | -29.2% | +34.5% | -63.7% | -36.8% |
| YTD | +36.2% | +16.4% | +19.8% | +28.0% |
| 1Y | +49.6% | +13.5% | +36.1% | +41.9% |
| 3Y | +9.4% | +55.4% | -46.0% | -8.4% |
| 5Y | +25.8% | +73.1% | -47.2% | +2.6% |
| 10Y | +557.1% | +383.7% | +173.4% | +260.6% |
| All | +207.2% | +1,449.0% | -1,241.8% | -15.1% |
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