+1,228.4%
PAAS vs IBN
+1,726.4%
-497.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.2% | -2.7% | +0.7% |
| 7D | +8.4% | +15.1% | -6.7% | +5.7% |
| 30D | -7.2% | +21.6% | -28.8% | -10.5% |
| 3M | -14.0% | +11.2% | -25.2% | -15.7% |
| 6M | -26.8% | +27.8% | -54.5% | -30.0% |
| YTD | -19.8% | +14.7% | -34.5% | -21.9% |
| 1Y | +22.8% | +14.4% | +8.4% | +19.7% |
| 3Y | +183.6% | +52.1% | +131.5% | +161.1% |
| 5Y | +73.8% | +70.7% | +3.1% | +55.6% |
| 10Y | +185.6% | +385.5% | -200.0% | +102.1% |
| All | +1,228.4% | +1,726.4% | -497.9% | +681.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling