+368.5%
PSX vs IBN
+54.0%
+314.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.4% | +0.9% |
| 7D | +1.8% | -5.1% | +6.9% | +2.6% |
| 30D | +21.6% | -3.5% | +25.2% | +22.3% |
| 3M | +46.5% | +11.3% | +35.2% | +43.6% |
| 6M | +62.0% | +4.4% | +57.6% | +60.4% |
| YTD | +106.3% | -1.8% | +108.1% | +106.7% |
| 1Y | +103.0% | -8.0% | +110.9% | +106.1% |
| 3Y | +135.5% | +27.1% | +108.5% | +118.7% |
| 5Y | +368.5% | +54.5% | +314.0% | +318.0% |
| All | +368.5% | +54.0% | +314.5% | +318.0% |
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