-38.4%
U vs IBN
+198.8%
-237.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | 0.0% | -5.5% | +5.4% | +3.2% |
| 30D | -4.1% | -3.4% | -0.7% | -2.3% |
| 3M | +57.8% | +8.7% | +49.1% | +49.7% |
| 6M | +103.5% | +3.7% | +99.8% | +97.7% |
| YTD | -4.8% | -2.4% | -2.4% | -4.2% |
| 1Y | -2.4% | -8.1% | +5.7% | +1.3% |
| 3Y | +11.7% | +26.3% | -14.7% | -8.1% |
| 5Y | -68.9% | +54.9% | -123.8% | -76.7% |
| All | -38.4% | +198.8% | -237.2% | -51.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling