+699.8%
SPY vs IBN
+1,753.3%
-1,053.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.2% |
| 7D | +3.3% | +5.7% | -2.4% | +2.1% |
| 30D | -2.7% | +20.5% | -23.2% | -6.4% |
| 3M | -1.7% | +15.2% | -17.0% | -4.7% |
| 6M | +3.1% | +34.5% | -31.4% | -3.1% |
| YTD | +11.9% | +16.4% | -4.5% | +8.1% |
| 1Y | +12.0% | +13.5% | -1.6% | +8.7% |
| 3Y | +78.2% | +55.4% | +22.7% | +61.2% |
| 5Y | +73.2% | +73.1% | +0.2% | +53.0% |
| 10Y | +309.6% | +383.7% | -74.1% | +184.3% |
| All | +699.8% | +1,753.3% | -1,053.5% | +292.7% |
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 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