+26.8%
PL vs IBN
+127.6%
-100.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +4.2% | +6.2% | +8.0% |
| 7D | -6.8% | +15.1% | -21.9% | -14.4% |
| 30D | -29.3% | +21.6% | -50.9% | -37.5% |
| 3M | -44.8% | +11.2% | -55.9% | -48.4% |
| 6M | -68.4% | +27.8% | -96.1% | -73.0% |
| YTD | -36.4% | +14.7% | -51.0% | -42.4% |
| 1Y | +0.7% | +14.4% | -13.7% | -8.9% |
| 3Y | +455.3% | +52.1% | +403.2% | +312.0% |
| 5Y | +22.7% | +70.7% | -48.0% | -18.5% |
| All | +26.8% | +127.6% | -100.8% | -15.9% |
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