+1,556.6%
PAAS vs IBN
+1,532.9%
+23.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.3% |
| 7D | -2.9% | +1.4% | -4.3% | -3.1% |
| 30D | +6.8% | -0.3% | +7.1% | +6.8% |
| 3M | -2.9% | +17.1% | -20.0% | -5.6% |
| 6M | -16.4% | +3.4% | -19.8% | -16.9% |
| YTD | 0.0% | +2.5% | -2.5% | -0.5% |
| 1Y | +54.3% | -4.2% | +58.5% | +55.1% |
| 3Y | +230.7% | +32.4% | +198.3% | +212.3% |
| 5Y | +111.6% | +59.2% | +52.4% | +91.7% |
| 10Y | +211.7% | +345.7% | -134.0% | +124.1% |
| All | +1,556.6% | +1,532.9% | +23.7% | +895.3% |
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