+531.7%
USB vs IBN
+1,653.1%
-1,121.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.1% | -6.2% | -3.2% |
| 7D | -1.5% | +11.7% | -13.1% | -4.3% |
| 30D | +4.3% | +16.1% | -11.8% | +0.2% |
| 3M | -6.1% | +7.0% | -13.1% | -7.8% |
| 6M | +9.4% | +26.1% | -16.7% | +2.8% |
| YTD | +15.2% | +10.1% | +5.1% | +12.0% |
| 1Y | +32.8% | +8.0% | +24.7% | +29.7% |
| 3Y | +91.3% | +46.0% | +45.3% | +71.0% |
| 5Y | +22.7% | +63.9% | -41.2% | +6.2% |
| 10Y | +97.0% | +366.1% | -269.0% | +26.2% |
| All | +531.7% | +1,653.1% | -1,121.4% | +193.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling