+1,425.7%
PBR vs IBN
+1,942.7%
-517.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -1.0% | +1.9% | -2.9% | -1.7% |
| 30D | -29.3% | +22.1% | -51.4% | -34.8% |
| 3M | +5.5% | +17.1% | -11.6% | -1.2% |
| 6M | -2.9% | +35.5% | -38.4% | -14.4% |
| YTD | +61.5% | +16.8% | +44.7% | +49.3% |
| 1Y | +46.9% | +12.4% | +34.5% | +37.8% |
| 3Y | +66.4% | +58.0% | +8.4% | +34.6% |
| 5Y | +460.3% | +73.7% | +386.6% | +328.1% |
| 10Y | +564.6% | +385.6% | +179.1% | +233.2% |
| All | +1,425.7% | +1,942.7% | -517.0% | +382.7% |
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