-54.3%
S vs IBN
+77.8%
-132.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +1.2% |
| 7D | -1.2% | -5.1% | +3.9% | +2.3% |
| 30D | -12.6% | -3.5% | -9.0% | -10.6% |
| 3M | +27.6% | +11.3% | +16.3% | +17.9% |
| 6M | +35.5% | +4.4% | +31.0% | +30.0% |
| YTD | +29.6% | -1.8% | +31.4% | +29.5% |
| 1Y | +8.1% | -8.0% | +16.1% | +12.4% |
| 3Y | +14.8% | +27.1% | -12.3% | -14.6% |
| 5Y | -70.6% | +54.5% | -125.1% | -81.9% |
| All | -54.3% | +77.8% | -132.1% | -72.4% |
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