+220.4%
PR vs IBN
+70.2%
+150.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.7% | -1.5% |
| 7D | -12.4% | +14.6% | -27.0% | -15.8% |
| 30D | -6.6% | +23.5% | -30.1% | -12.3% |
| 3M | +7.5% | +14.0% | -6.5% | +3.2% |
| 6M | +10.8% | +31.1% | -20.4% | +1.2% |
| YTD | +57.0% | +16.6% | +40.4% | +48.8% |
| 1Y | +67.9% | +14.9% | +53.0% | +60.1% |
| 3Y | +87.6% | +56.9% | +30.7% | +46.8% |
| 5Y | +220.4% | +69.7% | +150.7% | +148.8% |
| All | +220.4% | +70.2% | +150.1% | +148.8% |
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