+13.6%
TPR vs IBN
-6.3%
+19.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.5% | -1.2% | -2.2% |
| 7D | -3.4% | -2.2% | -1.2% | -2.0% |
| 30D | -27.3% | -2.3% | -25.0% | -26.2% |
| 3M | -16.2% | +15.9% | -32.1% | -22.9% |
| 6M | -17.9% | +5.6% | -23.5% | -21.4% |
| YTD | -7.1% | -0.1% | -7.0% | -9.3% |
| 1Y | +13.6% | -6.5% | +20.2% | +12.6% |
| All | +13.6% | -6.3% | +19.9% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling