-48.8%
S vs IBN
+107.6%
-156.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.5% | -0.9% |
| 7D | -13.4% | +15.1% | -28.5% | -21.1% |
| 30D | -14.0% | +21.6% | -35.6% | -24.8% |
| 3M | +4.9% | +11.2% | -6.3% | -3.1% |
| 6M | +42.0% | +27.8% | +14.3% | +18.8% |
| YTD | +45.1% | +14.7% | +30.5% | +30.0% |
| 1Y | +33.1% | +14.4% | +18.7% | +19.3% |
| 3Y | +40.6% | +52.1% | -11.5% | -8.5% |
| 5Y | -67.5% | +70.7% | -138.2% | -81.3% |
| All | -48.8% | +107.6% | -156.4% | -72.3% |
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 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