+169.5%
PR vs IBN
+384.5%
-215.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | +2.9% | +1.4% | +1.5% | +2.4% |
| 30D | +18.0% | -0.3% | +18.4% | +18.1% |
| 3M | +16.9% | +17.1% | -0.2% | +10.5% |
| 6M | +28.2% | +3.4% | +24.8% | +25.6% |
| YTD | +69.3% | +2.5% | +66.8% | +65.9% |
| 1Y | +69.5% | -4.2% | +73.7% | +69.8% |
| 3Y | +81.7% | +32.4% | +49.3% | +59.0% |
| 5Y | +422.2% | +59.2% | +363.1% | +326.6% |
| 10Y | +110.4% | +345.7% | -235.3% | +53.3% |
| All | +169.5% | +384.5% | -215.1% | +96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling