+103.8%
U vs IBN
+56.2%
+47.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.8% |
| 7D | +32.3% | +14.6% | +17.7% | +25.2% |
| 30D | +9.7% | +23.5% | -13.8% | +0.7% |
| 3M | +19.6% | +14.0% | +5.6% | +13.1% |
| 6M | +82.6% | +31.1% | +51.5% | +63.6% |
| YTD | +16.4% | +16.6% | -0.1% | +9.4% |
| 1Y | +28.5% | +14.9% | +13.6% | +21.1% |
| 3Y | +103.8% | +56.9% | +46.9% | +59.6% |
| All | +103.8% | +56.2% | +47.6% | +59.6% |
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