-22.5%
TNA vs IBN
+52.7%
-75.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.3% |
| 7D | -7.6% | -5.5% | -2.1% | -1.1% |
| 30D | -13.6% | -3.4% | -10.2% | -10.1% |
| 3M | +2.8% | +8.7% | -5.8% | -7.2% |
| 6M | +34.5% | +3.7% | +30.8% | +29.2% |
| YTD | +41.0% | -2.4% | +43.4% | +44.8% |
| 1Y | +52.0% | -8.1% | +60.1% | +64.6% |
| 3Y | +103.5% | +26.3% | +77.1% | +37.0% |
| 5Y | -22.5% | +54.9% | -77.5% | -59.9% |
| All | -22.5% | +52.7% | -75.3% | -59.9% |
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 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