-18.5%
Z vs IBN
+383.7%
-402.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.9% |
| 7D | -4.9% | +5.7% | -10.6% | -7.1% |
| 30D | +3.0% | +20.5% | -17.5% | -4.5% |
| 3M | -13.4% | +15.2% | -28.7% | -18.3% |
| 6M | -27.3% | +34.5% | -61.8% | -35.6% |
| YTD | -57.8% | +16.4% | -74.2% | -60.5% |
| 1Y | -60.0% | +13.5% | -73.6% | -62.2% |
| 3Y | -21.5% | +55.4% | -77.0% | -35.7% |
| 5Y | -55.0% | +73.1% | -128.0% | -64.5% |
| All | -18.5% | +383.7% | -402.2% | -52.2% |
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