+484.0%
V vs IBN
+385.6%
+98.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +0.9% | +1.9% | -0.9% | +0.3% |
| 30D | +9.0% | +22.1% | -13.1% | +1.9% |
| 3M | +16.7% | +17.1% | -0.4% | +10.6% |
| 6M | +33.4% | +35.5% | -2.1% | +20.4% |
| YTD | +22.4% | +16.8% | +5.5% | +15.6% |
| 1Y | +27.7% | +12.4% | +15.3% | +22.2% |
| 3Y | +78.0% | +58.0% | +19.9% | +49.5% |
| 5Y | +108.5% | +73.7% | +34.8% | +67.9% |
| All | +484.0% | +385.6% | +98.4% | +251.5% |
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