-45.4%
TE vs IBN
+54.0%
-99.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.2% | -2.0% |
| 7D | +15.0% | -5.1% | +20.1% | +18.3% |
| 30D | -7.5% | -3.5% | -4.0% | -5.8% |
| 3M | -42.0% | +11.3% | -53.3% | -45.7% |
| 6M | -31.4% | +4.4% | -35.9% | -33.4% |
| YTD | -26.5% | -1.8% | -24.7% | -26.2% |
| 1Y | +153.1% | -8.0% | +161.1% | +161.7% |
| 3Y | -20.7% | +27.1% | -47.8% | -37.8% |
| 5Y | -45.4% | +54.5% | -99.9% | -64.2% |
| All | -45.4% | +54.0% | -99.5% | -64.2% |
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 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