-27.4%
U vs IBN
+259.8%
-287.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | +16.9% | +11.1% | +5.8% | +10.0% |
| 30D | +6.4% | +23.9% | -17.5% | -6.2% |
| 3M | +13.2% | +16.3% | -3.1% | +3.4% |
| 6M | +84.8% | +34.2% | +50.6% | +54.6% |
| YTD | +12.4% | +17.6% | -5.1% | +1.4% |
| 1Y | +19.8% | +13.8% | +5.9% | +10.0% |
| 3Y | +83.8% | +57.0% | +26.8% | +32.5% |
| 5Y | -72.7% | +75.3% | -148.1% | -81.6% |
| All | -27.4% | +259.8% | -287.1% | -48.3% |
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