+216.0%
TRU vs IBN
+227.7%
-11.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.2% |
| 7D | -6.5% | -5.1% | -1.4% | -4.9% |
| 30D | -2.5% | -3.5% | +1.0% | -1.4% |
| 3M | +10.4% | +11.3% | -0.9% | +6.6% |
| 6M | +1.6% | +4.4% | -2.8% | +0.2% |
| YTD | -9.7% | -1.8% | -7.9% | -9.5% |
| 1Y | -17.3% | -8.0% | -9.3% | -15.5% |
| 3Y | -1.8% | +27.1% | -28.9% | -9.7% |
| 5Y | -36.2% | +54.5% | -90.7% | -44.9% |
| 10Y | +143.2% | +314.2% | -171.0% | +60.1% |
| All | +216.0% | +227.7% | -11.7% | +130.4% |
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