+81.8%
SPY vs IBN
+56.7%
+25.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.3% |
| 7D | +0.5% | -2.2% | +2.7% | +1.3% |
| 30D | -0.9% | -2.3% | +1.3% | -0.2% |
| 3M | +3.9% | +15.9% | -12.0% | -1.4% |
| 6M | +14.5% | +5.6% | +8.9% | +12.0% |
| YTD | +12.9% | -0.1% | +13.0% | +12.3% |
| 1Y | +19.4% | -6.5% | +25.9% | +21.2% |
| 3Y | +78.5% | +29.3% | +49.2% | +57.0% |
| 5Y | +81.8% | +56.6% | +25.2% | +43.7% |
| All | +81.8% | +56.7% | +25.0% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling