+41.2%
USB vs IBN
+61.6%
-20.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | 0.0% |
| 7D | +1.4% | +1.4% | 0.0% | +0.9% |
| 30D | -1.3% | -0.3% | -1.0% | -1.2% |
| 3M | +15.2% | +17.1% | -1.9% | +8.2% |
| 6M | +18.8% | +3.4% | +15.4% | +16.9% |
| YTD | +21.0% | +2.5% | +18.5% | +19.2% |
| 1Y | +34.0% | -4.2% | +38.2% | +35.1% |
| 3Y | +95.3% | +32.4% | +62.9% | +67.2% |
| All | +41.2% | +61.6% | -20.4% | +10.4% |
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