+361.9%
T vs IBN
+1,532.9%
-1,171.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | -1.3% | +1.4% | -2.7% | -1.5% |
| 30D | +11.4% | -0.3% | +11.7% | +11.4% |
| 3M | +14.3% | +17.1% | -2.8% | +11.8% |
| 6M | -9.3% | +3.4% | -12.7% | -9.9% |
| YTD | +7.1% | +2.5% | +4.6% | +6.4% |
| 1Y | -9.1% | -4.2% | -4.9% | -8.9% |
| 3Y | +105.3% | +32.4% | +72.9% | +95.8% |
| 5Y | +66.8% | +59.2% | +7.6% | +54.1% |
| 10Y | +66.8% | +345.7% | -278.9% | +30.0% |
| All | +361.9% | +1,532.9% | -1,171.0% | +219.2% |
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