-81.8%
TMF vs IBN
+368.7%
-450.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | +0.2% |
| 7D | +0.6% | +14.6% | -14.0% | +2.1% |
| 30D | +16.3% | +23.5% | -7.2% | +18.9% |
| 3M | -2.7% | +14.0% | -16.7% | -1.4% |
| 6M | -13.2% | +31.1% | -44.3% | -10.6% |
| YTD | -16.7% | +16.6% | -33.3% | -15.5% |
| 1Y | -22.7% | +14.9% | -37.6% | -21.7% |
| 3Y | -26.1% | +56.9% | -83.0% | -21.2% |
| 5Y | -88.4% | +69.7% | -158.1% | -87.3% |
| 10Y | -81.8% | +365.4% | -447.2% | -75.2% |
| All | -81.8% | +368.7% | -450.5% | -75.2% |
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