+454.9%
PBR vs IBN
+73.5%
+381.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | -1.0% | +1.9% | -2.9% | -1.3% |
| 30D | -29.3% | +22.1% | -51.4% | -31.6% |
| 3M | +5.5% | +17.1% | -11.6% | +2.8% |
| 6M | -2.9% | +35.5% | -38.4% | -8.2% |
| YTD | +61.5% | +16.8% | +44.7% | +56.8% |
| 1Y | +46.9% | +12.4% | +34.5% | +44.0% |
| 3Y | +66.4% | +58.0% | +8.4% | +47.9% |
| All | +454.9% | +73.5% | +381.4% | +372.8% |
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