-4.2%
TLT vs IBN
-8.0%
+3.8%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.4% |
| 7D | -0.3% | -5.1% | +4.8% | +0.3% |
| 30D | 0.0% | -3.5% | +3.5% | +0.4% |
| 3M | -2.9% | +11.3% | -14.2% | -4.0% |
| 6M | -6.3% | +4.4% | -10.7% | -7.1% |
| YTD | -3.3% | -1.8% | -1.5% | -4.0% |
| 1Y | -4.2% | -8.0% | +3.8% | -5.0% |
| All | -4.2% | -8.0% | +3.8% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling