+284.8%
RF vs IBN
+1,653.1%
-1,368.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.1% | -6.2% | -3.5% |
| 7D | -1.6% | +11.7% | -13.3% | -5.4% |
| 30D | +5.0% | +16.1% | -11.1% | -0.4% |
| 3M | -10.0% | +7.0% | -17.0% | -12.2% |
| 6M | +3.3% | +26.1% | -22.7% | -4.9% |
| YTD | +7.9% | +10.1% | -2.1% | +3.9% |
| 1Y | +21.2% | +8.0% | +13.2% | +17.4% |
| 3Y | +105.8% | +46.0% | +59.8% | +77.2% |
| 5Y | +43.7% | +63.9% | -20.1% | +19.2% |
| 10Y | +289.4% | +366.1% | -76.6% | +116.8% |
| All | +284.8% | +1,653.1% | -1,368.3% | +56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling