+711.6%
SPY vs IBN
+1,532.9%
-821.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +0.1% | +1.4% | -1.3% | -0.2% |
| 30D | +0.1% | -0.3% | +0.4% | +0.1% |
| 3M | +2.0% | +17.1% | -15.1% | -1.3% |
| 6M | +13.0% | +3.4% | +9.6% | +12.1% |
| YTD | +13.5% | +2.5% | +11.0% | +12.7% |
| 1Y | +20.0% | -4.2% | +24.1% | +20.5% |
| 3Y | +77.2% | +32.4% | +44.8% | +65.8% |
| 5Y | +81.9% | +59.2% | +22.7% | +63.4% |
| 10Y | +314.1% | +345.7% | -31.6% | +191.9% |
| All | +711.6% | +1,532.9% | -821.3% | +309.4% |
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 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