+209.5%
TER vs IBN
+1,756.6%
-1,547.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.7% | +11.1% | +12.2% |
| 7D | -5.8% | +14.6% | -20.4% | -10.3% |
| 30D | -38.9% | +23.5% | -62.4% | -43.6% |
| 3M | -35.1% | +14.0% | -49.1% | -38.5% |
| 6M | -31.6% | +31.1% | -62.7% | -38.3% |
| YTD | +27.2% | +16.6% | +10.7% | +19.8% |
| 1Y | +35.2% | +14.9% | +20.3% | +27.9% |
| 3Y | +192.8% | +56.9% | +135.9% | +146.0% |
| 5Y | +72.4% | +69.7% | +2.7% | +41.5% |
| 10Y | +1,001.8% | +365.4% | +636.5% | +505.9% |
| All | +209.5% | +1,756.6% | -1,547.0% | -23.2% |
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