-44.5%
TOST vs IBN
+84.1%
-128.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.6% | -4.4% |
| 7D | +9.4% | +15.1% | -5.6% | -1.4% |
| 30D | +13.5% | +21.6% | -8.2% | -1.8% |
| 3M | -0.1% | +11.2% | -11.3% | -7.9% |
| 6M | +22.5% | +27.8% | -5.3% | +2.3% |
| YTD | -2.4% | +14.7% | -17.0% | -12.5% |
| 1Y | -4.7% | +14.4% | -19.1% | -14.6% |
| 3Y | +103.2% | +52.1% | +51.1% | +33.1% |
| 5Y | -41.2% | +70.7% | -112.0% | -66.2% |
| All | -44.5% | +84.1% | -128.6% | -69.7% |
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