-53.1%
TE vs IBN
+102.7%
-155.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.1% |
| 7D | +0.2% | -3.0% | +3.2% | +1.0% |
| 30D | -5.9% | -1.5% | -4.4% | -5.6% |
| 3M | -45.6% | +7.9% | -53.5% | -46.8% |
| 6M | -43.4% | +8.6% | -52.0% | -44.7% |
| YTD | -31.0% | -0.6% | -30.4% | -31.0% |
| 1Y | +145.2% | -7.3% | +152.5% | +148.9% |
| 3Y | -24.1% | +26.2% | -50.3% | -30.1% |
| 5Y | -48.1% | +57.8% | -106.0% | -54.6% |
| All | -53.1% | +102.7% | -155.8% | -60.0% |
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