+108.2%
T vs IBN
+29.3%
+78.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.1% |
| 7D | -1.5% | -2.2% | +0.6% | -1.4% |
| 30D | +7.6% | -2.3% | +9.9% | +7.8% |
| 3M | +15.3% | +15.9% | -0.6% | +14.1% |
| 6M | -8.5% | +5.6% | -14.1% | -8.7% |
| YTD | +6.8% | -0.1% | +6.8% | +7.0% |
| 1Y | -7.2% | -6.5% | -0.7% | -6.2% |
| 3Y | +108.2% | +29.3% | +78.9% | +101.0% |
| All | +108.2% | +29.3% | +78.9% | +101.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling