+70.8%
PAAS vs IBN
+68.5%
+2.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.2% | -2.7% | +0.3% |
| 7D | +8.4% | +15.1% | -6.7% | +4.1% |
| 30D | -7.2% | +21.6% | -28.8% | -12.3% |
| 3M | -14.0% | +11.2% | -25.2% | -16.7% |
| 6M | -26.8% | +27.8% | -54.5% | -31.8% |
| YTD | -19.8% | +14.7% | -34.5% | -23.5% |
| 1Y | +22.8% | +14.4% | +8.4% | +17.3% |
| 3Y | +183.6% | +52.1% | +131.5% | +147.1% |
| All | +70.8% | +68.5% | +2.3% | +46.6% |
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 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