-34.8%
TLT vs IBN
+73.9%
-108.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.6% | -1.4% |
| 7D | -0.3% | +15.8% | -16.0% | -0.8% |
| 30D | +3.7% | +25.1% | -21.3% | +2.9% |
| 3M | -0.7% | +16.0% | -16.6% | -1.2% |
| 6M | -4.2% | +32.8% | -37.0% | -5.1% |
| YTD | -4.0% | +18.0% | -22.0% | -4.7% |
| 1Y | -5.8% | +15.9% | -21.7% | -6.5% |
| 3Y | +4.1% | +57.6% | -53.5% | +3.3% |
| 5Y | -34.8% | +74.7% | -109.5% | -34.4% |
| All | -34.8% | +73.9% | -108.7% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling