+379.1%
TPR vs IBN
+367.6%
+11.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.2% | -5.2% | -2.9% |
| 7D | +14.2% | +15.1% | -0.9% | +7.1% |
| 30D | +17.1% | +21.6% | -4.6% | +7.1% |
| 3M | -17.7% | +11.2% | -28.9% | -21.6% |
| 6M | -10.2% | +27.8% | -37.9% | -19.6% |
| YTD | +4.9% | +14.7% | -9.8% | -1.5% |
| 1Y | +36.1% | +14.4% | +21.7% | +27.8% |
| 3Y | +416.5% | +52.1% | +364.4% | +318.5% |
| 5Y | +254.8% | +70.7% | +184.1% | +171.0% |
| All | +379.1% | +367.6% | +11.5% | +165.1% |
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