+29.7%
Q vs IBN
-4.6%
+34.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.5% | +4.9% | +3.9% |
| 7D | +6.7% | -2.2% | +8.9% | +8.1% |
| 30D | -10.6% | -2.3% | -8.3% | -9.4% |
| 3M | -14.6% | +15.9% | -30.5% | -24.3% |
| 6M | +12.1% | +5.6% | +6.5% | +5.4% |
| YTD | +51.3% | -0.1% | +51.3% | +44.8% |
| All | +29.7% | -4.6% | +34.3% | +27.1% |
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