+17,122.9%
TSCO vs IBN
+1,463.9%
+15,659.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -1.9% | -3.4% |
| 7D | -2.5% | -5.1% | +2.6% | -1.6% |
| 30D | -1.1% | -3.5% | +2.4% | -0.6% |
| 3M | +14.3% | +11.3% | +3.0% | +12.2% |
| 6M | -31.9% | +4.4% | -36.3% | -32.4% |
| YTD | -30.7% | -1.8% | -28.9% | -30.6% |
| 1Y | -41.1% | -8.0% | -33.1% | -40.4% |
| 3Y | -17.1% | +27.1% | -44.2% | -20.9% |
| 5Y | -7.5% | +54.5% | -62.0% | -14.9% |
| 10Y | +192.6% | +314.2% | -121.6% | +119.2% |
| All | +17,122.9% | +1,463.9% | +15,659.0% | +8,946.0% |
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