-75.9%
PATH vs IBN
+57.2%
-133.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.8% | -0.9% | +0.4% |
| 7D | -4.8% | +8.9% | -13.7% | -10.2% |
| 30D | +2.7% | +12.6% | -10.0% | -5.6% |
| 3M | -4.2% | +3.1% | -7.3% | -6.4% |
| 6M | +24.7% | +20.6% | +4.2% | +9.2% |
| YTD | -17.6% | +5.8% | -23.3% | -21.7% |
| 1Y | -5.3% | +3.7% | -9.0% | -8.8% |
| 3Y | -22.0% | +40.3% | -62.3% | -47.8% |
| All | -75.9% | +57.2% | -133.2% | -86.5% |
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 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