+210.1%
W vs IBN
+385.6%
-175.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +0.2% | +1.9% | -1.7% | -0.8% |
| 30D | +6.8% | +22.1% | -15.3% | -4.2% |
| 3M | +10.7% | +17.1% | -6.4% | +1.2% |
| 6M | +86.3% | +35.5% | +50.8% | +58.6% |
| YTD | +11.5% | +16.8% | -5.3% | +2.7% |
| 1Y | +5.1% | +12.4% | -7.3% | -1.3% |
| 3Y | +171.0% | +58.0% | +113.0% | +112.0% |
| 5Y | -56.6% | +73.7% | -130.3% | -66.8% |
| All | +210.1% | +385.6% | -175.4% | +59.9% |
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