+90.1%
RF vs IBN
+61.6%
+28.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.3% |
| 7D | +1.3% | +1.4% | -0.1% | +0.6% |
| 30D | -3.6% | -0.3% | -3.3% | -3.5% |
| 3M | +8.1% | +17.1% | -9.0% | -0.3% |
| 6M | +11.5% | +3.4% | +8.1% | +9.2% |
| YTD | +15.6% | +2.5% | +13.0% | +13.4% |
| 1Y | +15.7% | -4.2% | +19.8% | +16.9% |
| 3Y | +86.9% | +32.4% | +54.5% | +52.4% |
| All | +90.1% | +61.6% | +28.6% | +34.3% |
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