-53.6%
Z vs IBN
+4.2%
-57.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.8% | +5.7% | +7.3% |
| 7D | +10.2% | +8.9% | +1.3% | +5.4% |
| 30D | +23.7% | +12.6% | +11.0% | +17.0% |
| 3M | -6.6% | +3.1% | -9.6% | -8.8% |
| 6M | -23.0% | +20.6% | -43.6% | -28.4% |
| YTD | -50.3% | +5.8% | -56.1% | -51.5% |
| 1Y | -53.6% | +3.7% | -57.2% | -54.6% |
| All | -53.6% | +4.2% | -57.8% | -54.6% |
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