+268.2%
PR vs IBN
+72.7%
+195.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.3% |
| 7D | +6.7% | +5.7% | +1.0% | +5.1% |
| 30D | -6.1% | +20.5% | -26.6% | -11.2% |
| 3M | +6.9% | +15.2% | -8.4% | +2.3% |
| 6M | +14.6% | +34.5% | -19.9% | +3.9% |
| YTD | +66.1% | +16.4% | +49.8% | +57.6% |
| 1Y | +77.0% | +13.5% | +63.5% | +69.7% |
| 3Y | +93.8% | +55.4% | +38.4% | +52.9% |
| 5Y | +268.2% | +73.1% | +195.2% | +179.8% |
| All | +268.2% | +72.7% | +195.5% | +179.8% |
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