-48.5%
TE vs IBN
+103.7%
-152.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.5% | +12.5% | +10.7% |
| 7D | +18.2% | -2.2% | +20.4% | +18.9% |
| 30D | -13.5% | -2.3% | -11.2% | -13.0% |
| 3M | -44.6% | +15.9% | -60.4% | -47.0% |
| 6M | -24.7% | +5.6% | -30.3% | -25.9% |
| YTD | -24.3% | -0.1% | -24.2% | -24.4% |
| 1Y | +155.6% | -6.5% | +162.1% | +158.8% |
| 3Y | -18.3% | +29.3% | -47.6% | -25.3% |
| 5Y | -41.3% | +56.6% | -97.9% | -48.6% |
| All | -48.5% | +103.7% | -152.1% | -56.1% |
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