+163.6%
W vs IBN
+280.1%
-116.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.9% |
| 7D | -4.2% | +1.4% | -5.6% | -4.8% |
| 30D | -7.6% | -0.3% | -7.2% | -7.5% |
| 3M | +37.2% | +17.1% | +20.1% | +27.8% |
| 6M | +26.3% | +3.4% | +22.9% | +25.0% |
| YTD | -1.0% | +2.5% | -3.5% | -1.7% |
| 1Y | +20.1% | -4.2% | +24.2% | +22.2% |
| 3Y | +37.8% | +32.4% | +5.4% | +21.7% |
| 5Y | -63.7% | +59.2% | -122.8% | -69.6% |
| 10Y | +156.3% | +345.7% | -189.3% | +48.9% |
| All | +163.6% | +280.1% | -116.5% | -3.6% |
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