-63.9%
XYZ vs IBN
+68.5%
-132.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.5% | -1.9% |
| 7D | +12.1% | +15.1% | -2.9% | -0.8% |
| 30D | +12.4% | +21.6% | -9.3% | -5.4% |
| 3M | +8.2% | +11.2% | -3.0% | -1.6% |
| 6M | +20.7% | +27.8% | -7.1% | -3.0% |
| YTD | +31.3% | +14.7% | +16.6% | +15.4% |
| 1Y | +20.5% | +14.4% | +6.1% | +5.8% |
| 3Y | +72.6% | +52.1% | +20.5% | +0.3% |
| All | -63.9% | +68.5% | -132.4% | -82.4% |
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