+68.4%
T vs IBN
+312.2%
-243.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | -1.4% |
| 7D | -3.1% | -5.1% | +2.0% | -2.2% |
| 30D | +4.6% | -3.5% | +8.1% | +5.2% |
| 3M | +12.2% | +11.3% | +0.9% | +10.0% |
| 6M | -6.5% | +4.4% | -10.9% | -7.4% |
| YTD | +4.9% | -1.8% | +6.7% | +4.8% |
| 1Y | -10.5% | -8.0% | -2.5% | -9.5% |
| 3Y | +104.6% | +27.1% | +77.5% | +92.8% |
| 5Y | +64.2% | +54.5% | +9.7% | +47.3% |
| 10Y | +68.4% | +314.2% | -245.8% | +31.1% |
| All | +68.4% | +312.2% | -243.8% | +31.1% |
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