+20.7%
XYZ vs IBN
+4.2%
+16.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +3.8% | +11.6% | +12.6% |
| 7D | +16.5% | +8.9% | +7.6% | +10.5% |
| 30D | +15.0% | +12.6% | +2.3% | +6.8% |
| 3M | +3.5% | +3.1% | +0.5% | +1.3% |
| 6M | +21.9% | +20.6% | +1.3% | +9.6% |
| YTD | +34.6% | +5.8% | +28.9% | +28.0% |
| 1Y | +20.7% | +3.7% | +17.1% | +14.1% |
| All | +20.7% | +4.2% | +16.5% | +14.1% |
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