+101.4%
TD vs IBN
+73.5%
+27.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +1.1% | +1.9% | -0.7% | +0.5% |
| 30D | +5.2% | +22.1% | -16.9% | -1.3% |
| 3M | +1.2% | +17.1% | -15.9% | -3.8% |
| 6M | +17.7% | +35.5% | -17.8% | +6.8% |
| YTD | +34.2% | +16.8% | +17.4% | +27.1% |
| 1Y | +55.4% | +12.4% | +43.0% | +48.9% |
| 3Y | +130.4% | +58.0% | +72.4% | +89.3% |
| All | +101.4% | +73.5% | +27.9% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling