+318.5%
TPR vs IBN
+321.6%
-3.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | -2.3% | +1.4% | -3.7% | -2.9% |
| 30D | -23.0% | -0.3% | -22.6% | -22.8% |
| 3M | -12.5% | +17.1% | -29.6% | -18.4% |
| 6M | -21.4% | +3.4% | -24.8% | -22.5% |
| YTD | -3.5% | +2.5% | -6.0% | -4.6% |
| 1Y | +17.4% | -4.2% | +21.5% | +19.1% |
| 3Y | +291.3% | +32.4% | +258.9% | +238.7% |
| 5Y | +241.9% | +59.2% | +182.7% | +170.7% |
| All | +318.5% | +321.6% | -3.1% | +147.7% |
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 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