-0.9%
Z vs IBN
+335.2%
-336.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | -3.0% | +1.4% | -4.4% | -3.5% |
| 30D | -4.2% | -0.3% | -3.9% | -4.2% |
| 3M | -3.7% | +17.1% | -20.8% | -9.6% |
| 6M | -24.5% | +3.4% | -27.9% | -25.8% |
| YTD | -49.3% | +2.5% | -51.8% | -50.0% |
| 1Y | -58.7% | -4.2% | -54.5% | -58.3% |
| 3Y | -34.1% | +32.4% | -66.5% | -42.3% |
| 5Y | -64.5% | +59.2% | -123.7% | -70.9% |
| All | -0.9% | +335.2% | -336.1% | -40.2% |
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