+5.2%
XYZ vs IBN
-8.0%
+13.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.1% |
| 7D | -3.7% | -5.1% | +1.4% | -1.4% |
| 30D | +0.5% | -3.5% | +4.1% | +2.2% |
| 3M | +16.3% | +11.3% | +5.0% | +12.0% |
| 6M | +21.1% | +4.4% | +16.7% | +17.5% |
| YTD | +22.0% | -1.8% | +23.8% | +19.8% |
| 1Y | +5.2% | -8.0% | +13.1% | +3.3% |
| All | +5.2% | -8.0% | +13.1% | +3.3% |
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 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