-56.3%
Z vs IBN
+68.5%
-124.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.2% | -6.6% | -4.9% |
| 7D | -4.6% | +15.1% | -19.6% | -12.7% |
| 30D | +8.3% | +21.6% | -13.3% | -4.0% |
| 3M | -11.6% | +11.2% | -22.8% | -17.4% |
| 6M | -33.6% | +27.8% | -61.4% | -43.1% |
| YTD | -56.7% | +14.7% | -71.4% | -60.5% |
| 1Y | -59.1% | +14.4% | -73.5% | -62.7% |
| 3Y | -20.4% | +52.1% | -72.5% | -44.9% |
| All | -56.3% | +68.5% | -124.8% | -73.7% |
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