-87.4%
TMF vs IBN
+61.6%
-149.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.4% |
| 7D | -1.4% | +1.4% | -2.8% | -1.5% |
| 30D | -2.8% | -0.3% | -2.5% | -2.8% |
| 3M | -10.9% | +17.1% | -28.0% | -11.9% |
| 6M | -21.3% | +3.4% | -24.7% | -21.8% |
| YTD | -15.9% | +2.5% | -18.4% | -16.4% |
| 1Y | -15.7% | -4.2% | -11.6% | -16.1% |
| 3Y | -43.4% | +32.4% | -75.8% | -44.0% |
| All | -87.4% | +61.6% | -149.0% | -86.8% |
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 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