+1,112.1%
PSX vs IBN
+456.4%
+655.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +4.5% | +1.4% | +3.1% | +4.1% |
| 30D | +26.6% | -0.3% | +26.9% | +26.6% |
| 3M | +39.3% | +17.1% | +22.2% | +32.2% |
| 6M | +56.8% | +3.4% | +53.4% | +53.9% |
| YTD | +101.8% | +2.5% | +99.3% | +98.1% |
| 1Y | +99.6% | -4.2% | +103.8% | +99.9% |
| 3Y | +140.3% | +32.4% | +108.0% | +113.3% |
| 5Y | +339.3% | +59.2% | +280.1% | +260.4% |
| 10Y | +369.9% | +345.7% | +24.2% | +172.0% |
| All | +1,112.1% | +456.4% | +655.7% | +477.9% |
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