+349.3%
TER vs IBN
+1,532.9%
-1,183.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.7% |
| 7D | +0.6% | +1.4% | -0.8% | +0.1% |
| 30D | -8.3% | -0.3% | -7.9% | -8.3% |
| 3M | -12.2% | +17.1% | -29.3% | -17.0% |
| 6M | +17.1% | +3.4% | +13.7% | +15.9% |
| YTD | +84.7% | +2.5% | +82.1% | +83.2% |
| 1Y | +199.9% | -4.2% | +204.1% | +203.4% |
| 3Y | +232.8% | +32.4% | +200.4% | +198.6% |
| 5Y | +198.6% | +59.2% | +139.4% | +152.1% |
| 10Y | +1,669.7% | +345.7% | +1,324.1% | +891.9% |
| All | +349.3% | +1,532.9% | -1,183.6% | +17.4% |
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