-19.8%
TLT vs IBN
+312.2%
-332.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.6% |
| 7D | -0.3% | -5.1% | +4.8% | -0.5% |
| 30D | 0.0% | -3.5% | +3.5% | -0.2% |
| 3M | -2.9% | +11.3% | -14.2% | -2.4% |
| 6M | -6.3% | +4.4% | -10.7% | -6.1% |
| YTD | -3.3% | -1.8% | -1.5% | -3.4% |
| 1Y | -4.2% | -8.0% | +3.8% | -4.5% |
| 3Y | -1.7% | +27.1% | -28.7% | -0.2% |
| 5Y | -34.9% | +54.5% | -89.4% | -32.8% |
| 10Y | -19.8% | +314.2% | -334.0% | -10.3% |
| All | -19.8% | +312.2% | -332.0% | -10.3% |
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