+7,716.4%
TPR vs IBN
+4,530.0%
+3,186.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -2.3% | +1.4% | -3.7% | -2.7% |
| 30D | -23.0% | -0.3% | -22.6% | -22.9% |
| 3M | -12.5% | +17.1% | -29.6% | -16.3% |
| 6M | -21.4% | +3.4% | -24.8% | -22.1% |
| YTD | -3.5% | +2.5% | -6.0% | -4.1% |
| 1Y | +17.4% | -4.2% | +21.5% | +18.7% |
| 3Y | +291.3% | +32.4% | +258.9% | +258.3% |
| 5Y | +241.9% | +59.2% | +182.7% | +197.6% |
| 10Y | +322.7% | +345.7% | -23.0% | +170.1% |
| All | +7,716.4% | +4,530.0% | +3,186.4% | +2,977.3% |
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