+117.9%
RF vs IBN
+58.3%
+59.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -1.3% | +11.1% | -12.5% | -4.4% |
| 30D | +4.6% | +23.9% | -19.2% | -2.0% |
| 3M | -8.4% | +16.3% | -24.8% | -12.6% |
| 6M | +8.9% | +34.2% | -25.4% | -0.6% |
| YTD | +8.8% | +17.6% | -8.7% | +2.9% |
| 1Y | +18.9% | +13.8% | +5.1% | +13.3% |
| All | +117.9% | +58.3% | +59.5% | +90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling