+196.2%
W vs IBN
+325.1%
-128.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.6% | -3.4% |
| 7D | -3.6% | +15.1% | -18.7% | -9.8% |
| 30D | +7.0% | +21.6% | -14.7% | -2.5% |
| 3M | +7.4% | +11.2% | -3.8% | +1.8% |
| 6M | +69.3% | +27.8% | +41.6% | +51.3% |
| YTD | +11.3% | +14.7% | -3.4% | +4.6% |
| 1Y | +13.2% | +14.4% | -1.2% | +6.4% |
| 3Y | +142.0% | +52.1% | +89.9% | +99.5% |
| 5Y | -54.6% | +70.7% | -125.3% | -63.5% |
| 10Y | +243.7% | +385.5% | -141.8% | +90.0% |
| All | +196.2% | +325.1% | -128.9% | +2.6% |
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