+2,451.9%
TD vs IBN
+1,532.9%
+919.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -1.2% |
| 7D | +0.3% | +1.4% | -1.1% | 0.0% |
| 30D | +0.4% | -0.3% | +0.7% | +0.5% |
| 3M | +7.6% | +17.1% | -9.5% | +4.0% |
| 6M | +25.0% | +3.4% | +21.6% | +24.0% |
| YTD | +31.0% | +2.5% | +28.5% | +30.0% |
| 1Y | +65.2% | -4.2% | +69.3% | +66.1% |
| 3Y | +122.5% | +32.4% | +90.1% | +107.1% |
| 5Y | +124.8% | +59.2% | +65.6% | +99.9% |
| 10Y | +298.2% | +345.7% | -47.4% | +175.3% |
| All | +2,451.9% | +1,532.9% | +919.0% | +1,205.6% |
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