+467.2%
TDY vs IBN
+324.2%
+142.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.6% | +0.7% |
| 7D | -1.1% | -3.0% | +1.9% | -0.3% |
| 30D | -12.0% | -1.5% | -10.5% | -11.7% |
| 3M | -3.2% | +7.9% | -11.1% | -5.4% |
| 6M | -7.9% | +8.6% | -16.5% | -10.2% |
| YTD | +18.2% | -0.6% | +18.8% | +17.9% |
| 1Y | +6.7% | -7.3% | +14.0% | +8.3% |
| 3Y | +47.5% | +26.2% | +21.3% | +35.3% |
| 5Y | +39.5% | +57.8% | -18.3% | +18.5% |
| All | +467.2% | +324.2% | +142.9% | +262.7% |
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