-47.8%
S vs IBN
+111.5%
-159.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | +2.0% | +1.9% | +0.1% | +0.9% |
| 30D | -2.7% | +22.1% | -24.8% | -14.9% |
| 3M | -6.9% | +17.1% | -24.0% | -16.6% |
| 6M | +38.1% | +35.5% | +2.5% | +11.0% |
| YTD | +48.0% | +16.8% | +31.2% | +31.2% |
| 1Y | +34.5% | +12.4% | +22.1% | +22.6% |
| 3Y | +38.3% | +58.0% | -19.7% | -12.7% |
| 5Y | -70.9% | +73.7% | -144.6% | -83.5% |
| All | -47.8% | +111.5% | -159.3% | -72.0% |
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 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