+176.6%
P vs IBN
+51.2%
+125.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.2% | -0.6% | +3.2% |
| 7D | -23.8% | +15.1% | -38.9% | -25.1% |
| 30D | -36.6% | +21.6% | -58.3% | -38.5% |
| 3M | +10.9% | +11.2% | -0.3% | +9.7% |
| 6M | +30.0% | +27.8% | +2.2% | +24.5% |
| YTD | +44.4% | +14.7% | +29.7% | +41.8% |
| 1Y | +3.9% | +14.4% | -10.5% | +2.0% |
| 3Y | +176.6% | +52.1% | +124.5% | +147.7% |
| All | +176.6% | +51.2% | +125.3% | +147.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling