+1,598.5%
TSM vs IBN
+364.2%
+1,234.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.6% |
| 7D | -2.1% | +15.8% | -17.8% | -6.5% |
| 30D | -12.5% | +25.1% | -37.6% | -18.7% |
| 3M | -5.0% | +16.0% | -21.0% | -9.7% |
| 6M | -3.2% | +32.8% | -36.0% | -12.0% |
| YTD | +31.5% | +18.0% | +13.5% | +24.1% |
| 1Y | +35.7% | +15.9% | +19.8% | +28.8% |
| 3Y | +323.5% | +57.6% | +265.8% | +260.2% |
| 5Y | +263.4% | +74.7% | +188.7% | +198.1% |
| 10Y | +1,598.5% | +373.9% | +1,224.6% | +979.5% |
| All | +1,598.5% | +364.2% | +1,234.4% | +979.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling