+3,496.8%
TMO vs IBN
+1,454.8%
+2,042.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -2.5% | -5.5% | +3.0% | -1.4% |
| 30D | -0.3% | -3.4% | +3.1% | +0.3% |
| 3M | +25.3% | +8.7% | +16.6% | +23.2% |
| 6M | +20.9% | +3.7% | +17.1% | +19.9% |
| YTD | +4.3% | -2.4% | +6.7% | +4.6% |
| 1Y | +27.0% | -8.1% | +35.1% | +28.7% |
| 3Y | +17.5% | +26.3% | -8.8% | +11.3% |
| 5Y | +6.9% | +54.9% | -48.0% | -3.1% |
| 10Y | +332.0% | +311.8% | +20.2% | +211.0% |
| All | +3,496.8% | +1,454.8% | +2,042.0% | +1,693.6% |
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 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