+143.7%
PEG vs IBN
+316.4%
-172.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -0.9% | -5.5% | +4.6% | 0.0% |
| 30D | -2.8% | -3.4% | +0.7% | -2.2% |
| 3M | -6.9% | +8.7% | -15.6% | -8.3% |
| 6M | -11.4% | +3.7% | -15.1% | -12.1% |
| YTD | -7.4% | -2.4% | -5.0% | -7.4% |
| 1Y | -8.3% | -8.1% | -0.2% | -7.4% |
| 3Y | +31.5% | +26.3% | +5.2% | +24.9% |
| 5Y | +38.0% | +54.9% | -17.0% | +25.8% |
| All | +143.7% | +316.4% | -172.7% | +100.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling