+65.2%
PR vs IBN
+367.6%
-302.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.2% | -2.3% | +0.5% |
| 7D | -16.4% | +15.1% | -31.5% | -20.7% |
| 30D | -1.9% | +21.6% | -23.5% | -8.8% |
| 3M | +8.0% | +11.2% | -3.2% | +3.5% |
| 6M | +4.1% | +27.8% | -23.7% | -5.6% |
| YTD | +58.7% | +14.7% | +44.0% | +48.5% |
| 1Y | +75.8% | +14.4% | +61.4% | +64.7% |
| 3Y | +73.2% | +52.1% | +21.1% | +41.6% |
| 5Y | +230.1% | +70.7% | +159.4% | +156.8% |
| All | +65.2% | +367.6% | -302.4% | +10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling