-15.9%
TRU vs IBN
-5.9%
-10.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.3% |
| 7D | -2.7% | -3.0% | +0.3% | -1.7% |
| 30D | -2.0% | -1.5% | -0.5% | -1.5% |
| 3M | +18.4% | +7.9% | +10.5% | +15.9% |
| 6M | +8.9% | +8.6% | +0.2% | +5.5% |
| YTD | -8.9% | -0.6% | -8.4% | -11.8% |
| 1Y | -15.9% | -7.3% | -8.5% | -20.7% |
| All | -15.9% | -5.9% | -10.0% | -20.7% |
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 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