-80.5%
TE vs IBN
+138.1%
-218.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | -19.1% | +1.9% | -20.9% | -19.5% |
| 30D | -34.1% | +22.1% | -56.2% | -38.0% |
| 3M | -60.1% | +17.1% | -77.2% | -62.0% |
| 6M | -66.0% | +35.5% | -101.5% | -68.9% |
| YTD | -71.4% | +16.8% | -88.2% | -72.8% |
| 1Y | -45.3% | +12.4% | -57.7% | -47.4% |
| 3Y | +9.1% | +58.0% | -48.9% | -6.0% |
| 5Y | -82.6% | +73.7% | -156.3% | -85.4% |
| All | -80.5% | +138.1% | -218.6% | -84.2% |
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 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