-81.4%
TMF vs IBN
+389.8%
-471.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | 0.0% |
| 7D | -3.4% | +11.1% | -14.5% | -2.3% |
| 30D | +11.5% | +23.9% | -12.3% | +14.1% |
| 3M | -4.5% | +16.3% | -20.8% | -3.0% |
| 6M | -15.0% | +34.2% | -49.2% | -12.2% |
| YTD | -19.9% | +17.6% | -37.4% | -18.6% |
| 1Y | -26.6% | +13.8% | -40.4% | -25.7% |
| 3Y | -29.8% | +57.0% | -86.8% | -25.2% |
| 5Y | -88.2% | +75.3% | -163.5% | -87.0% |
| 10Y | -81.4% | +388.7% | -470.0% | -73.9% |
| All | -81.4% | +389.8% | -471.2% | -73.9% |
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