+28.5%
USFR vs IBN
+562.2%
-533.7%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.1% | +11.1% | -11.1% | +0.1% |
| 30D | +0.4% | +23.9% | -23.5% | +0.4% |
| 3M | +1.1% | +16.3% | -15.2% | +1.1% |
| 6M | +2.1% | +34.2% | -32.2% | +2.0% |
| YTD | +3.4% | +17.6% | -14.1% | +3.4% |
| 1Y | +4.1% | +13.8% | -9.8% | +4.1% |
| 3Y | +14.4% | +57.0% | -42.6% | +14.4% |
| 5Y | +21.4% | +75.3% | -53.9% | +21.4% |
| 10Y | +28.5% | +388.7% | -360.1% | +28.5% |
| All | +28.5% | +562.2% | -533.7% | +28.6% |
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