-16.0%
Z vs IBN
+364.2%
-380.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.2% | -6.8% | -6.0% |
| 7D | -6.5% | +15.8% | -22.2% | -12.0% |
| 30D | -0.1% | +25.1% | -25.2% | -8.7% |
| 3M | -14.1% | +16.0% | -30.1% | -19.2% |
| 6M | -30.1% | +32.8% | -62.8% | -37.7% |
| YTD | -57.5% | +18.0% | -75.5% | -60.5% |
| 1Y | -60.3% | +15.9% | -76.2% | -62.8% |
| 3Y | -21.0% | +57.6% | -78.7% | -35.6% |
| 5Y | -54.9% | +74.7% | -129.6% | -64.6% |
| 10Y | -16.0% | +373.9% | -390.0% | -49.5% |
| All | -16.0% | +364.2% | -380.2% | -49.5% |
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