+138.9%
PH vs IBN
+56.2%
+82.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.6% | +3.8% |
| 7D | +3.0% | +14.6% | -11.6% | -0.5% |
| 30D | -0.6% | +23.5% | -24.1% | -6.1% |
| 3M | -10.7% | +14.0% | -24.7% | -13.8% |
| 6M | +9.1% | +31.1% | -22.1% | +1.2% |
| YTD | +9.5% | +16.6% | -7.1% | +4.2% |
| 1Y | +14.0% | +14.9% | -0.9% | +8.8% |
| 3Y | +138.9% | +56.9% | +82.0% | +111.6% |
| All | +138.9% | +56.2% | +82.7% | +111.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling