-18.8%
PATH vs IBN
+39.5%
-58.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.8% | -0.9% | +1.7% |
| 7D | -4.8% | +8.9% | -13.7% | -7.5% |
| 30D | +2.7% | +12.6% | -10.0% | -1.5% |
| 3M | -4.2% | +3.1% | -7.3% | -5.3% |
| 6M | +24.7% | +20.6% | +4.2% | +17.5% |
| YTD | -17.6% | +5.8% | -23.3% | -18.9% |
| 1Y | -5.3% | +3.7% | -9.0% | -6.2% |
| All | -18.8% | +39.5% | -58.3% | -42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling