+22.2%
Z vs IBN
+260.9%
-238.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.8% | +5.7% | +8.0% |
| 7D | +10.2% | +8.9% | +1.3% | +6.7% |
| 30D | +23.7% | +12.6% | +11.0% | +18.5% |
| 3M | -6.6% | +3.1% | -9.6% | -7.5% |
| 6M | -23.0% | +20.6% | -43.6% | -28.2% |
| YTD | -50.3% | +5.8% | -56.1% | -51.5% |
| 1Y | -53.6% | +3.7% | -57.2% | -54.3% |
| 3Y | -10.1% | +40.3% | -50.4% | -22.3% |
| 5Y | -49.8% | +58.0% | -107.8% | -58.3% |
| 10Y | -1.6% | +347.9% | -349.5% | -42.4% |
| All | +22.2% | +260.9% | -238.7% | -19.3% |
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