+110.2%
MTB vs IBN
+385.6%
-275.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +1.5% | +1.9% | -0.3% | +0.8% |
| 30D | +2.3% | +22.1% | -19.8% | -5.9% |
| 3M | -12.1% | +17.1% | -29.2% | -17.9% |
| 6M | +9.8% | +35.5% | -25.7% | -3.5% |
| YTD | +12.0% | +16.8% | -4.8% | +4.3% |
| 1Y | +22.0% | +12.4% | +9.6% | +15.4% |
| 3Y | +107.6% | +58.0% | +49.6% | +66.6% |
| 5Y | +61.9% | +73.7% | -11.9% | +23.8% |
| All | +110.2% | +385.6% | -275.4% | +8.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling