+580.0%
XYZ vs IBN
+312.4%
+267.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -1.9% |
| 7D | +2.9% | -2.2% | +5.0% | +4.1% |
| 30D | +1.4% | -2.3% | +3.7% | +2.6% |
| 3M | +14.6% | +15.9% | -1.3% | +5.9% |
| 6M | +20.8% | +5.6% | +15.2% | +17.3% |
| YTD | +23.1% | -0.1% | +23.1% | +22.8% |
| 1Y | +5.6% | -6.5% | +12.2% | +8.6% |
| 3Y | +50.9% | +29.3% | +21.6% | +28.2% |
| 5Y | -68.6% | +56.6% | -125.1% | -75.1% |
| 10Y | +580.0% | +314.4% | +265.6% | +283.3% |
| All | +580.0% | +312.4% | +267.6% | +283.3% |
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