+79.8%
USB vs IBN
+383.7%
-304.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | +1.2% | +5.7% | -4.5% | -1.0% |
| 30D | +6.3% | +20.5% | -14.2% | -1.3% |
| 3M | -6.1% | +15.2% | -21.4% | -11.4% |
| 6M | +13.0% | +34.5% | -21.5% | +0.3% |
| YTD | +16.6% | +16.4% | +0.2% | +9.2% |
| 1Y | +31.1% | +13.5% | +17.6% | +23.9% |
| 3Y | +100.9% | +55.4% | +45.5% | +64.3% |
| 5Y | +24.5% | +73.1% | -48.5% | -3.1% |
| All | +79.8% | +383.7% | -304.0% | -2.8% |
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 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