+134.1%
PSX vs IBN
+29.3%
+104.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +1.6% |
| 7D | +2.8% | -2.2% | +5.0% | +2.9% |
| 30D | +27.8% | -2.3% | +30.0% | +27.8% |
| 3M | +42.0% | +15.9% | +26.2% | +41.1% |
| 6M | +58.1% | +5.6% | +52.5% | +58.4% |
| YTD | +105.0% | -0.1% | +105.1% | +106.7% |
| 1Y | +104.9% | -6.5% | +111.4% | +108.6% |
| 3Y | +134.1% | +29.3% | +104.7% | +129.3% |
| All | +134.1% | +29.3% | +104.7% | +129.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling