+62.1%
T vs IBN
+56.2%
+5.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.6% |
| 7D | +1.7% | +14.6% | -12.9% | +0.2% |
| 30D | -1.7% | +23.5% | -25.2% | -3.8% |
| 3M | -7.3% | +14.0% | -21.3% | -8.8% |
| 6M | -11.2% | +31.1% | -42.3% | -13.4% |
| YTD | -8.1% | +16.6% | -24.6% | -9.4% |
| 1Y | -8.0% | +14.9% | -22.9% | -9.2% |
| 3Y | +62.1% | +56.9% | +5.3% | +55.9% |
| All | +62.1% | +56.2% | +5.9% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling