+25.3%
USB vs IBN
+57.2%
-32.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.8% | -1.8% | +0.3% |
| 7D | +2.4% | +8.9% | -6.5% | -1.2% |
| 30D | +6.6% | +12.6% | -6.1% | +1.3% |
| 3M | -4.1% | +3.1% | -7.2% | -5.4% |
| 6M | +12.5% | +20.6% | -8.1% | +3.7% |
| YTD | +17.6% | +5.8% | +11.9% | +14.2% |
| 1Y | +36.5% | +3.7% | +32.8% | +33.5% |
| 3Y | +95.4% | +40.3% | +55.1% | +59.9% |
| All | +25.3% | +57.2% | -32.0% | -5.0% |
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 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