+513.1%
TRI vs IBN
+2,501.5%
-1,988.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.1% | -1.5% |
| 7D | -8.4% | -5.1% | -3.3% | -7.3% |
| 30D | -6.5% | -3.5% | -2.9% | -5.8% |
| 3M | +18.6% | +11.3% | +7.3% | +15.8% |
| 6M | -10.4% | +4.4% | -14.9% | -11.5% |
| YTD | -23.7% | -1.8% | -21.9% | -23.7% |
| 1Y | -42.5% | -8.0% | -34.5% | -41.7% |
| 3Y | -19.3% | +27.1% | -46.4% | -24.3% |
| 5Y | -9.7% | +54.5% | -64.1% | -19.6% |
| 10Y | +194.4% | +314.2% | -119.8% | +98.2% |
| All | +513.1% | +2,501.5% | -1,988.5% | +169.8% |
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