-32.5%
TMF vs IBN
+56.7%
-89.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.2% |
| 7D | -8.2% | +5.7% | -13.9% | -9.5% |
| 30D | +5.3% | +20.5% | -15.2% | +0.2% |
| 3M | -8.5% | +15.2% | -23.7% | -12.0% |
| 6M | -17.2% | +34.5% | -51.7% | -23.1% |
| YTD | -23.4% | +16.4% | -39.8% | -27.1% |
| 1Y | -30.2% | +13.5% | -43.8% | -33.3% |
| All | -32.5% | +56.7% | -89.2% | -42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling