-53.2%
S vs IBN
+85.6%
-138.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.9% |
| 7D | -7.7% | +1.4% | -9.1% | -8.6% |
| 30D | -5.3% | -0.3% | -5.0% | -5.3% |
| 3M | +20.3% | +17.1% | +3.2% | +7.3% |
| 6M | +47.4% | +3.4% | +44.0% | +42.6% |
| YTD | +32.5% | +2.5% | +30.0% | +28.7% |
| 1Y | +9.5% | -4.2% | +13.7% | +10.8% |
| 3Y | +15.5% | +32.4% | -16.9% | -16.3% |
| 5Y | -71.2% | +59.2% | -130.4% | -82.7% |
| All | -53.2% | +85.6% | -138.9% | -72.6% |
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