+707.9%
P vs IBN
+368.7%
+339.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.6% | +5.7% |
| 7D | -9.6% | +14.6% | -24.2% | -14.0% |
| 30D | -33.4% | +23.5% | -57.0% | -38.6% |
| 3M | +14.2% | +14.0% | +0.2% | +8.3% |
| 6M | +31.6% | +31.1% | +0.4% | +18.4% |
| YTD | +53.5% | +16.6% | +36.9% | +43.9% |
| 1Y | +14.2% | +14.9% | -0.7% | +7.4% |
| 3Y | +190.5% | +56.9% | +133.6% | +139.4% |
| 5Y | +256.3% | +69.7% | +186.7% | +182.8% |
| 10Y | +707.9% | +365.4% | +342.5% | +372.3% |
| All | +707.9% | +368.7% | +339.2% | +372.3% |
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 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