-68.3%
U vs IBN
+54.0%
-122.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.9% |
| 7D | +4.4% | -5.1% | +9.5% | +8.8% |
| 30D | -1.3% | -3.5% | +2.2% | +1.3% |
| 3M | +49.6% | +11.3% | +38.3% | +35.9% |
| 6M | +100.2% | +4.4% | +95.8% | +90.7% |
| YTD | -3.7% | -1.8% | -1.9% | -3.6% |
| 1Y | -6.5% | -8.0% | +1.5% | -1.8% |
| 3Y | +12.9% | +27.1% | -14.2% | -20.3% |
| 5Y | -68.3% | +54.5% | -122.8% | -81.9% |
| All | -68.3% | +54.0% | -122.3% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling