+152.3%
W vs IBN
+316.4%
-164.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.4% |
| 7D | +0.5% | -5.5% | +6.0% | +3.4% |
| 30D | -5.6% | -3.4% | -2.2% | -4.0% |
| 3M | +41.9% | +8.7% | +33.2% | +36.1% |
| 6M | +30.2% | +3.7% | +26.5% | +28.5% |
| YTD | -2.9% | -2.4% | -0.6% | -1.3% |
| 1Y | +11.6% | -8.1% | +19.7% | +16.3% |
| 3Y | +37.0% | +26.3% | +10.6% | +21.4% |
| 5Y | -62.8% | +54.9% | -117.8% | -69.4% |
| All | +152.3% | +316.4% | -164.1% | +40.7% |
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