+267.7%
PR vs IBN
+73.5%
+194.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.1% |
| 7D | +6.0% | +1.9% | +4.1% | +5.4% |
| 30D | -4.2% | +22.1% | -26.3% | -9.8% |
| 3M | +10.0% | +17.1% | -7.1% | +4.8% |
| 6M | +15.6% | +35.5% | -19.9% | +4.6% |
| YTD | +68.2% | +16.8% | +51.4% | +59.4% |
| 1Y | +79.2% | +12.4% | +66.8% | +72.6% |
| 3Y | +94.9% | +58.0% | +36.9% | +52.3% |
| All | +267.7% | +73.5% | +194.2% | +176.6% |
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