+31.0%
PL vs IBN
+73.5%
-42.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.9% |
| 7D | +10.0% | +1.9% | +8.2% | +8.8% |
| 30D | -2.3% | +22.1% | -24.4% | -15.2% |
| 3M | -44.2% | +17.1% | -61.3% | -50.2% |
| 6M | -66.1% | +35.5% | -101.7% | -72.8% |
| YTD | -30.0% | +16.8% | -46.8% | -38.3% |
| 1Y | +21.0% | +12.4% | +8.6% | +9.9% |
| 3Y | +516.5% | +58.0% | +458.5% | +313.8% |
| All | +31.0% | +73.5% | -42.4% | -22.5% |
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