+91.7%
USB vs IBN
+367.6%
-275.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.7% | -2.1% |
| 7D | 0.0% | +15.1% | -15.1% | -5.5% |
| 30D | +5.8% | +21.6% | -15.8% | -2.1% |
| 3M | -6.0% | +11.2% | -17.1% | -10.0% |
| 6M | +7.8% | +27.8% | -20.0% | -2.3% |
| YTD | +14.6% | +14.7% | -0.1% | +8.0% |
| 1Y | +31.8% | +14.4% | +17.4% | +24.2% |
| 3Y | +91.5% | +52.1% | +39.4% | +58.1% |
| 5Y | +22.0% | +70.7% | -48.7% | -4.4% |
| All | +91.7% | +367.6% | -275.9% | +6.0% |
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