+284.7%
P vs IBN
+73.5%
+211.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | +11.6% | +1.9% | +9.8% | +11.0% |
| 30D | -23.7% | +22.1% | -45.8% | -29.3% |
| 3M | -8.0% | +17.1% | -25.1% | -13.3% |
| 6M | +27.9% | +35.5% | -7.6% | +13.2% |
| YTD | +61.2% | +16.8% | +44.3% | +51.3% |
| 1Y | +28.6% | +12.4% | +16.2% | +22.6% |
| 3Y | +200.5% | +58.0% | +142.4% | +133.6% |
| All | +284.7% | +73.5% | +211.2% | +177.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling