+261.5%
RF vs IBN
+368.7%
-107.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.5% |
| 7D | -0.1% | +14.6% | -14.7% | -6.2% |
| 30D | +7.0% | +23.5% | -16.5% | -2.9% |
| 3M | -7.0% | +14.0% | -21.0% | -12.6% |
| 6M | +6.8% | +31.1% | -24.4% | -5.9% |
| YTD | +9.9% | +16.6% | -6.7% | +1.8% |
| 1Y | +21.1% | +14.9% | +6.2% | +12.8% |
| 3Y | +119.6% | +56.9% | +62.7% | +73.3% |
| 5Y | +46.2% | +69.7% | -23.5% | +10.9% |
| 10Y | +261.5% | +365.4% | -103.9% | +85.1% |
| All | +261.5% | +368.7% | -107.1% | +85.1% |
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 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