+361.0%
ORLY vs IBN
+324.2%
+36.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | 0.0% |
| 7D | -2.4% | -3.0% | +0.6% | -1.7% |
| 30D | -6.8% | -1.5% | -5.3% | -6.5% |
| 3M | -4.8% | +7.9% | -12.7% | -6.5% |
| 6M | -9.1% | +8.6% | -17.7% | -11.0% |
| YTD | -5.9% | -0.6% | -5.4% | -6.2% |
| 1Y | -20.4% | -7.3% | -13.1% | -19.5% |
| 3Y | +36.6% | +26.2% | +10.4% | +27.3% |
| 5Y | +117.3% | +57.8% | +59.5% | +89.8% |
| All | +361.0% | +324.2% | +36.8% | +231.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling