-0.4%
PL vs IBN
+4.2%
-4.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.8% | -10.1% | -6.4% |
| 7D | -11.7% | +8.9% | -20.6% | -12.2% |
| 30D | -27.1% | +12.6% | -39.8% | -28.1% |
| 3M | -44.6% | +3.1% | -47.7% | -44.6% |
| 6M | -67.2% | +20.6% | -87.8% | -67.7% |
| YTD | -35.9% | +5.8% | -41.6% | -37.0% |
| 1Y | -0.4% | +3.7% | -4.0% | -3.6% |
| All | -0.4% | +4.2% | -4.6% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling