+1,091.2%
PSX vs IBN
+540.5%
+550.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.2% | -1.3% |
| 7D | -7.8% | +15.8% | -23.6% | -12.0% |
| 30D | -9.9% | +25.1% | -34.9% | -16.1% |
| 3M | +16.9% | +16.0% | +1.0% | +11.3% |
| 6M | +48.0% | +32.8% | +15.2% | +34.6% |
| YTD | +98.3% | +18.0% | +80.3% | +85.9% |
| 1Y | +86.2% | +15.9% | +70.3% | +75.5% |
| 3Y | +144.0% | +57.6% | +86.3% | +104.5% |
| 5Y | +287.7% | +74.7% | +213.0% | +209.5% |
| 10Y | +338.3% | +373.9% | -35.6% | +147.7% |
| All | +1,091.2% | +540.5% | +550.8% | +442.2% |
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