+44.1%
PL vs IBN
+134.2%
-90.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.4% |
| 7D | +5.6% | +15.8% | -10.1% | -3.2% |
| 30D | -16.9% | +25.1% | -42.0% | -27.7% |
| 3M | -38.2% | +16.0% | -54.2% | -43.7% |
| 6M | -63.4% | +32.8% | -96.2% | -69.4% |
| YTD | -27.6% | +18.0% | -45.7% | -35.5% |
| 1Y | +6.6% | +15.9% | -9.3% | -4.1% |
| 3Y | +557.6% | +57.6% | +500.0% | +378.0% |
| 5Y | +39.5% | +74.7% | -35.2% | -8.7% |
| All | +44.1% | +134.2% | -90.1% | -5.9% |
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