-54.1%
Z vs IBN
+63.6%
-117.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +4.1% | -14.7% | -13.1% |
| 7D | -2.3% | +11.7% | -13.9% | -8.9% |
| 30D | +9.4% | +16.1% | -6.7% | -0.2% |
| 3M | -16.1% | +7.0% | -23.1% | -19.7% |
| 6M | -30.4% | +26.1% | -56.5% | -39.8% |
| YTD | -55.6% | +10.1% | -65.7% | -58.5% |
| 1Y | -58.5% | +8.0% | -66.5% | -60.8% |
| 3Y | -19.6% | +46.0% | -65.6% | -42.9% |
| 5Y | -54.1% | +63.9% | -118.0% | -72.0% |
| All | -54.1% | +63.6% | -117.8% | -72.0% |
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