+361.6%
PSX vs IBN
+385.6%
-23.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | +7.8% | +1.9% | +5.9% | +7.1% |
| 30D | -10.9% | +22.1% | -33.0% | -17.1% |
| 3M | +14.5% | +17.1% | -2.6% | +8.0% |
| 6M | +56.1% | +35.5% | +20.6% | +39.3% |
| YTD | +109.6% | +16.8% | +92.8% | +95.5% |
| 1Y | +95.5% | +12.4% | +83.1% | +85.1% |
| 3Y | +156.2% | +58.0% | +98.2% | +108.3% |
| 5Y | +310.0% | +73.7% | +236.3% | +214.9% |
| All | +361.6% | +385.6% | -23.9% | +154.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling