+45.2%
PL vs IBN
+131.3%
-86.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +1.7% | +12.8% | +13.5% |
| 7D | +10.9% | +14.6% | -3.7% | +2.3% |
| 30D | -16.4% | +23.5% | -39.9% | -26.6% |
| 3M | -39.9% | +14.0% | -53.9% | -44.7% |
| 6M | -63.2% | +31.1% | -94.3% | -69.0% |
| YTD | -27.1% | +16.6% | -43.7% | -34.6% |
| 1Y | +12.2% | +14.9% | -2.7% | +1.4% |
| 3Y | +584.3% | +56.9% | +527.4% | +398.6% |
| 5Y | +37.0% | +69.7% | -32.7% | -9.7% |
| All | +45.2% | +131.3% | -86.2% | -4.5% |
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