+186.4%
PAAS vs IBN
+368.7%
-182.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.6% |
| 7D | +8.8% | +14.6% | -5.8% | +5.9% |
| 30D | -8.5% | +23.5% | -32.0% | -12.2% |
| 3M | -17.0% | +14.0% | -31.0% | -19.2% |
| 6M | -27.9% | +31.1% | -59.0% | -31.7% |
| YTD | -17.5% | +16.6% | -34.0% | -20.2% |
| 1Y | +22.8% | +14.9% | +7.9% | +19.1% |
| 3Y | +224.2% | +56.9% | +167.3% | +194.9% |
| 5Y | +73.6% | +69.7% | +4.0% | +55.2% |
| 10Y | +186.4% | +365.4% | -179.0% | +113.7% |
| All | +186.4% | +368.7% | -182.3% | +113.7% |
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 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