+16.0%
W vs IBN
-6.4%
+22.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.1% | +2.6% |
| 7D | +6.5% | -2.2% | +8.7% | +8.3% |
| 30D | -6.2% | -2.3% | -3.9% | -4.7% |
| 3M | +48.9% | +15.9% | +33.0% | +32.6% |
| 6M | +31.2% | +5.6% | +25.6% | +20.4% |
| YTD | -0.4% | -0.1% | -0.4% | -6.9% |
| All | +16.0% | -6.4% | +22.3% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling