+995.4%
TER vs IBN
+385.6%
+609.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.5% |
| 7D | +14.4% | +1.9% | +12.5% | +13.6% |
| 30D | -30.6% | +22.1% | -52.7% | -36.5% |
| 3M | -39.2% | +17.1% | -56.3% | -43.6% |
| 6M | -31.3% | +35.5% | -66.8% | -40.2% |
| YTD | +29.1% | +16.8% | +12.3% | +19.9% |
| 1Y | +47.4% | +12.4% | +35.0% | +39.1% |
| 3Y | +191.2% | +58.0% | +133.2% | +134.1% |
| 5Y | +74.0% | +73.7% | +0.3% | +34.6% |
| All | +995.4% | +385.6% | +609.9% | +495.1% |
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 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