-63.7%
XYZ vs IBN
+73.5%
-137.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.5% |
| 7D | -1.1% | +1.9% | -2.9% | -2.6% |
| 30D | +11.5% | +22.1% | -10.6% | -6.4% |
| 3M | +1.8% | +17.1% | -15.3% | -11.5% |
| 6M | +21.2% | +35.5% | -14.3% | -7.5% |
| YTD | +29.9% | +16.8% | +13.1% | +12.3% |
| 1Y | +35.8% | +12.4% | +23.4% | +21.5% |
| 3Y | +62.6% | +58.0% | +4.5% | -9.5% |
| All | -63.7% | +73.5% | -137.2% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling