+558.1%
PBR vs IBN
+53.6%
+504.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.8% |
| 7D | +0.3% | -5.1% | +5.4% | +1.4% |
| 30D | +17.5% | -3.5% | +21.1% | +18.3% |
| 3M | +20.9% | +11.3% | +9.6% | +17.8% |
| 6M | +20.2% | +4.4% | +15.8% | +18.6% |
| YTD | +84.3% | -1.8% | +86.1% | +84.1% |
| 1Y | +77.1% | -8.0% | +85.1% | +79.9% |
| 3Y | +100.8% | +27.1% | +73.7% | +83.7% |
| All | +558.1% | +53.6% | +504.5% | +449.0% |
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 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