+213.6%
RF vs IBN
+385.6%
-171.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | +1.9% | +1.9% | +0.1% | +1.1% |
| 30D | +7.3% | +22.1% | -14.8% | -2.2% |
| 3M | -7.9% | +17.1% | -25.0% | -14.5% |
| 6M | +10.5% | +35.5% | -25.0% | -4.2% |
| YTD | +9.6% | +16.8% | -7.2% | +1.3% |
| 1Y | +20.3% | +12.4% | +7.9% | +13.1% |
| 3Y | +119.5% | +58.0% | +61.5% | +72.2% |
| 5Y | +48.2% | +73.7% | -25.5% | +11.0% |
| All | +213.6% | +385.6% | -171.9% | +52.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling