+128.5%
TLT vs IBN
+3,953.5%
-3,825.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | 0.0% |
| 7D | -1.0% | +11.1% | -12.2% | -0.3% |
| 30D | +3.7% | +23.9% | -20.2% | +5.2% |
| 3M | -0.8% | +16.3% | -17.1% | +0.3% |
| 6M | -3.6% | +34.2% | -37.8% | -1.6% |
| YTD | -3.9% | +17.6% | -21.5% | -2.8% |
| 1Y | -6.2% | +13.8% | -20.1% | -5.3% |
| 3Y | +4.2% | +57.0% | -52.9% | +7.9% |
| 5Y | -34.7% | +75.3% | -110.0% | -31.5% |
| 10Y | -11.8% | +388.7% | -400.5% | +2.4% |
| All | +128.5% | +3,953.5% | -3,825.0% | +217.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling