+990.8%
MTB vs IBN
+1,532.9%
-542.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +1.7% | +1.4% | +0.3% | +1.4% |
| 30D | -4.2% | -0.3% | -3.9% | -4.1% |
| 3M | +8.9% | +17.1% | -8.2% | +4.6% |
| 6M | +10.9% | +3.4% | +7.5% | +9.8% |
| YTD | +21.5% | +2.5% | +19.0% | +20.4% |
| 1Y | +21.9% | -4.2% | +26.1% | +22.7% |
| 3Y | +109.2% | +32.4% | +76.9% | +93.1% |
| 5Y | +102.0% | +59.2% | +42.8% | +77.6% |
| 10Y | +171.9% | +345.7% | -173.7% | +82.4% |
| All | +990.8% | +1,532.9% | -542.1% | +450.0% |
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