+82.3%
PL vs IBN
+61.6%
+20.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -0.8% |
| 7D | -9.3% | +1.4% | -10.7% | -10.1% |
| 30D | -18.9% | -0.3% | -18.6% | -18.8% |
| 3M | -58.4% | +17.1% | -75.5% | -62.7% |
| 6M | -30.3% | +3.4% | -33.7% | -32.2% |
| YTD | -8.1% | +2.5% | -10.6% | -10.9% |
| 1Y | +180.5% | -4.2% | +184.7% | +183.5% |
| 3Y | +444.1% | +32.4% | +411.7% | +329.8% |
| All | +82.3% | +61.6% | +20.7% | +23.1% |
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