+16,696.1%
ORLY vs IBN
+1,463.9%
+15,232.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.5% |
| 7D | -1.0% | -5.1% | +4.1% | -0.2% |
| 30D | -6.7% | -3.5% | -3.1% | -6.2% |
| 3M | -3.8% | +11.3% | -15.1% | -5.5% |
| 6M | -9.0% | +4.4% | -13.5% | -9.8% |
| YTD | -5.6% | -1.8% | -3.8% | -5.6% |
| 1Y | -19.5% | -8.0% | -11.5% | -18.8% |
| 3Y | +34.7% | +27.1% | +7.7% | +28.5% |
| 5Y | +118.0% | +54.5% | +63.6% | +100.5% |
| 10Y | +364.1% | +314.2% | +49.9% | +256.4% |
| All | +16,696.1% | +1,463.9% | +15,232.2% | +9,384.6% |
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