+78.6%
PR vs IBN
+39.5%
+39.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.8% | -10.3% | -6.5% |
| 7D | -12.1% | +8.9% | -21.0% | -12.2% |
| 30D | +0.9% | +12.6% | -11.7% | +0.7% |
| 3M | +10.1% | +3.1% | +7.1% | +10.2% |
| 6M | +1.1% | +20.6% | -19.5% | +0.3% |
| YTD | +63.7% | +5.8% | +57.9% | +64.9% |
| 1Y | +87.0% | +3.7% | +83.4% | +89.2% |
| All | +78.6% | +39.5% | +39.1% | +69.2% |
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