-44.8%
TOST vs IBN
+89.5%
-134.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -2.0% | -1.6% |
| 7D | +3.0% | +15.8% | -12.8% | -7.7% |
| 30D | +10.3% | +25.1% | -14.8% | -6.5% |
| 3M | -3.3% | +16.0% | -19.2% | -13.4% |
| 6M | +37.8% | +32.8% | +5.0% | +11.7% |
| YTD | -2.8% | +18.0% | -20.8% | -14.7% |
| 1Y | -9.6% | +15.9% | -25.5% | -19.7% |
| 3Y | +144.6% | +57.6% | +87.0% | +55.5% |
| 5Y | -31.0% | +74.7% | -105.7% | -61.2% |
| All | -44.8% | +89.5% | -134.2% | -70.4% |
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