+174.6%
TER vs IBN
+1,726.4%
-1,551.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.2% | -1.6% | +1.2% |
| 7D | -20.5% | +15.1% | -35.5% | -24.5% |
| 30D | -47.0% | +21.6% | -68.7% | -50.8% |
| 3M | -43.3% | +11.2% | -54.5% | -45.8% |
| 6M | -42.9% | +27.8% | -70.7% | -48.1% |
| YTD | +12.9% | +14.7% | -1.8% | +6.8% |
| 1Y | +18.2% | +14.4% | +3.8% | +11.9% |
| 3Y | +151.8% | +52.1% | +99.7% | +113.6% |
| 5Y | +54.2% | +70.7% | -16.5% | +26.3% |
| 10Y | +908.2% | +385.5% | +522.7% | +445.7% |
| All | +174.6% | +1,726.4% | -1,551.8% | -31.5% |
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