-33.7%
TLT vs IBN
+56.7%
-90.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.1% |
| 7D | +0.4% | -2.2% | +2.6% | +0.5% |
| 30D | -0.3% | -2.3% | +2.0% | -0.2% |
| 3M | -1.7% | +15.9% | -17.6% | -2.1% |
| 6M | -4.9% | +5.6% | -10.5% | -5.1% |
| YTD | -2.8% | -0.1% | -2.7% | -2.9% |
| 1Y | -4.2% | -6.5% | +2.3% | -4.3% |
| 3Y | -1.1% | +29.3% | -30.4% | -1.4% |
| 5Y | -33.7% | +56.6% | -90.3% | -32.6% |
| All | -33.7% | +56.7% | -90.4% | -32.6% |
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 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