+403.1%
PL vs IBN
+45.2%
+357.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +4.1% | -14.2% | -12.0% |
| 7D | -20.5% | +11.7% | -32.2% | -25.1% |
| 30D | -38.8% | +16.1% | -54.9% | -43.7% |
| 3M | -49.1% | +7.0% | -56.1% | -51.1% |
| 6M | -69.4% | +26.1% | -95.4% | -73.2% |
| YTD | -42.3% | +10.1% | -52.4% | -45.9% |
| 1Y | -14.2% | +8.0% | -22.2% | -18.6% |
| All | +403.1% | +45.2% | +357.9% | +278.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling