+0.7%
PL vs IBN
+14.0%
-13.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +4.2% | +6.2% | +10.4% |
| 7D | -6.8% | +15.1% | -21.9% | -6.6% |
| 30D | -29.3% | +21.6% | -50.9% | -29.8% |
| 3M | -44.8% | +11.2% | -55.9% | -44.5% |
| 6M | -68.4% | +27.8% | -96.1% | -68.6% |
| YTD | -36.4% | +14.7% | -51.0% | -36.8% |
| 1Y | +0.7% | +14.4% | -13.7% | -1.3% |
| All | +0.7% | +14.0% | -13.3% | -1.3% |
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