+39.5%
PL vs IBN
+73.9%
-34.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.5% |
| 7D | +5.6% | +15.8% | -10.1% | -4.4% |
| 30D | -16.9% | +25.1% | -42.0% | -29.1% |
| 3M | -38.2% | +16.0% | -54.2% | -44.4% |
| 6M | -63.4% | +32.8% | -96.2% | -70.3% |
| YTD | -27.6% | +18.0% | -45.7% | -36.7% |
| 1Y | +6.6% | +15.9% | -9.3% | -5.7% |
| 3Y | +557.6% | +57.6% | +500.0% | +343.3% |
| 5Y | +39.5% | +74.7% | -35.2% | -17.5% |
| All | +39.5% | +73.9% | -34.4% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling