+203.6%
TGT vs IBN
+324.2%
-120.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.3% |
| 7D | -5.2% | -3.0% | -2.2% | -4.7% |
| 30D | +1.2% | -1.5% | +2.7% | +1.4% |
| 3M | +18.4% | +7.9% | +10.5% | +16.5% |
| 6M | +33.4% | +8.6% | +24.8% | +31.1% |
| YTD | +63.8% | -0.6% | +64.4% | +63.5% |
| 1Y | +77.2% | -7.3% | +84.5% | +79.1% |
| 3Y | +41.8% | +26.2% | +15.6% | +34.3% |
| 5Y | -25.5% | +57.8% | -83.4% | -32.5% |
| All | +203.6% | +324.2% | -120.6% | +155.6% |
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