-42.9%
TER vs IBN
+27.5%
-70.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.2% | -1.6% | +4.9% |
| 7D | -20.5% | +15.1% | -35.5% | -14.0% |
| 30D | -47.0% | +21.6% | -68.7% | -42.5% |
| 3M | -43.3% | +11.2% | -54.5% | -37.7% |
| 6M | -42.9% | +27.8% | -70.7% | -40.7% |
| All | -42.9% | +27.5% | -70.4% | -40.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling