+301.1%
TD vs IBN
+316.4%
-15.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | -2.6% | -5.5% | +2.9% | -0.9% |
| 30D | -1.0% | -3.4% | +2.4% | 0.0% |
| 3M | +5.6% | +8.7% | -3.0% | +2.9% |
| 6M | +27.1% | +3.7% | +23.4% | +25.4% |
| YTD | +29.4% | -2.4% | +31.8% | +29.9% |
| 1Y | +60.7% | -8.1% | +68.8% | +63.9% |
| 3Y | +127.6% | +26.3% | +101.3% | +107.5% |
| 5Y | +125.4% | +54.9% | +70.5% | +90.7% |
| All | +301.1% | +316.4% | -15.4% | +161.8% |
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