-44.4%
TOST vs IBN
+87.1%
-131.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.9% |
| 7D | +4.0% | +14.6% | -10.6% | -6.0% |
| 30D | +11.1% | +23.5% | -12.5% | -5.0% |
| 3M | +0.8% | +14.0% | -13.2% | -8.6% |
| 6M | +38.8% | +31.1% | +7.7% | +13.6% |
| YTD | -2.1% | +16.6% | -18.7% | -13.3% |
| 1Y | -6.0% | +14.9% | -20.9% | -16.0% |
| 3Y | +149.8% | +56.9% | +92.9% | +59.0% |
| 5Y | -42.8% | +69.7% | -112.4% | -67.1% |
| All | -44.4% | +87.1% | -131.5% | -69.9% |
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 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