+5,331.0%
PH vs IBN
+1,756.6%
+3,574.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.6% | +3.8% |
| 7D | +3.0% | +14.6% | -11.6% | -0.6% |
| 30D | -0.6% | +23.5% | -24.1% | -6.0% |
| 3M | -10.7% | +14.0% | -24.7% | -13.9% |
| 6M | +9.1% | +31.1% | -22.1% | +1.5% |
| YTD | +9.5% | +16.6% | -7.1% | +4.9% |
| 1Y | +14.0% | +14.9% | -0.9% | +9.6% |
| 3Y | +138.9% | +56.9% | +82.0% | +110.0% |
| 5Y | +209.1% | +69.7% | +139.5% | +165.8% |
| 10Y | +737.3% | +365.4% | +371.9% | +444.2% |
| All | +5,331.0% | +1,756.6% | +3,574.5% | +2,257.7% |
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