+158.5%
TRV vs IBN
+52.7%
+105.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -1.5% | -5.5% | +4.0% | -0.3% |
| 30D | -1.8% | -3.4% | +1.6% | -1.1% |
| 3M | +21.6% | +8.7% | +12.9% | +19.3% |
| 6M | +22.5% | +3.7% | +18.7% | +21.2% |
| YTD | +28.1% | -2.4% | +30.5% | +28.4% |
| 1Y | +37.0% | -8.1% | +45.1% | +38.9% |
| 3Y | +141.9% | +26.3% | +115.6% | +126.3% |
| 5Y | +158.5% | +54.9% | +103.6% | +126.1% |
| All | +158.5% | +52.7% | +105.8% | +126.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling