-78.0%
PATH vs IBN
+117.3%
-195.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.7% | -15.9% | -16.2% |
| 7D | -16.3% | +1.4% | -17.7% | -17.0% |
| 30D | +9.9% | -0.3% | +10.2% | +10.0% |
| 3M | +30.2% | +17.1% | +13.1% | +16.9% |
| 6M | +37.2% | +3.4% | +33.8% | +33.0% |
| YTD | -7.3% | +2.5% | -9.9% | -10.0% |
| 1Y | +40.0% | -4.2% | +44.2% | +41.5% |
| 3Y | -4.4% | +32.4% | -36.8% | -30.2% |
| 5Y | -76.0% | +59.2% | -135.2% | -85.2% |
| All | -78.0% | +117.3% | -195.3% | -88.4% |
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