+323.2%
IBN vs TCOM
-9.8%
+333.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +1.7% |
| 7D | -3.0% | -4.9% | +1.9% | -2.2% |
| 30D | -1.5% | -14.4% | +12.9% | +1.0% |
| 3M | +7.9% | -17.7% | +25.6% | +11.1% |
| 6M | +8.6% | -25.1% | +33.7% | +13.5% |
| YTD | -0.6% | -45.7% | +45.2% | +9.1% |
| 1Y | -7.3% | -47.9% | +40.5% | +2.2% |
| 3Y | +26.2% | +8.9% | +17.3% | +17.5% |
| 5Y | +57.8% | +26.9% | +31.0% | +34.1% |
| All | +323.2% | -9.8% | +333.0% | +259.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded TCOM 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling