+9.2%
Z vs IBN
+275.6%
-266.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +4.1% | -14.7% | -12.2% |
| 7D | -2.3% | +11.7% | -13.9% | -6.4% |
| 30D | +9.4% | +16.1% | -6.7% | +3.3% |
| 3M | -16.1% | +7.0% | -23.1% | -18.3% |
| 6M | -30.4% | +26.1% | -56.5% | -36.4% |
| YTD | -55.6% | +10.1% | -65.7% | -57.4% |
| 1Y | -58.5% | +8.0% | -66.5% | -59.9% |
| 3Y | -19.6% | +46.0% | -65.6% | -31.8% |
| 5Y | -54.1% | +63.9% | -118.0% | -62.5% |
| 10Y | -12.1% | +366.1% | -378.1% | -49.4% |
| All | +9.2% | +275.6% | -266.4% | -29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling