+304.9%
T vs IBN
+1,772.2%
-1,467.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +2.0% | +11.1% | -9.2% | +0.5% |
| 30D | -1.0% | +23.9% | -24.9% | -3.9% |
| 3M | -8.1% | +16.3% | -24.4% | -10.0% |
| 6M | -8.3% | +34.2% | -42.5% | -12.0% |
| YTD | -6.1% | +17.6% | -23.7% | -8.5% |
| 1Y | -7.4% | +13.8% | -21.2% | -9.3% |
| 3Y | +65.4% | +57.0% | +8.4% | +54.2% |
| 5Y | +57.6% | +75.3% | -17.7% | +43.8% |
| 10Y | +61.4% | +388.7% | -327.3% | +24.4% |
| All | +304.9% | +1,772.2% | -1,467.3% | +174.6% |
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