+1,579.8%
IBN vs TCOM
+2,868.4%
-1,288.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | +1.9% | -1.8% | +3.6% | +2.3% |
| 30D | +22.1% | +12.1% | +10.0% | +18.6% |
| 3M | +17.1% | -3.2% | +20.3% | +17.9% |
| 6M | +35.5% | -16.6% | +52.2% | +41.1% |
| YTD | +16.8% | -39.4% | +56.2% | +31.0% |
| 1Y | +12.4% | -41.5% | +53.9% | +27.2% |
| 3Y | +58.0% | +24.4% | +33.7% | +37.9% |
| 5Y | +73.7% | +41.6% | +32.1% | +32.3% |
| 10Y | +385.6% | +6.5% | +379.0% | +266.4% |
| All | +1,579.8% | +2,868.4% | -1,288.6% | +390.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling