+76.2%
UBER vs IBN
+54.0%
+22.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -1.8% |
| 7D | -7.0% | -5.1% | -1.9% | -4.2% |
| 30D | -8.9% | -3.5% | -5.4% | -7.1% |
| 3M | +1.0% | +11.3% | -10.3% | -5.2% |
| 6M | -3.7% | +4.4% | -8.2% | -6.5% |
| YTD | -13.0% | -1.8% | -11.2% | -12.7% |
| 1Y | -25.5% | -8.0% | -17.6% | -22.8% |
| 3Y | +50.5% | +27.1% | +23.4% | +19.2% |
| 5Y | +76.2% | +54.5% | +21.7% | +19.8% |
| All | +76.2% | +54.0% | +22.1% | +19.8% |
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