+396.5%
TTMI vs IBN
+385.6%
+11.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.0% |
| 7D | +11.4% | +1.9% | +9.5% | +10.8% |
| 30D | -28.3% | +22.1% | -50.4% | -32.8% |
| 3M | -46.7% | +17.1% | -63.8% | -49.4% |
| 6M | -56.1% | +35.5% | -91.7% | -60.3% |
| YTD | +7.4% | +16.8% | -9.4% | +1.7% |
| 1Y | +17.4% | +12.4% | +5.0% | +12.4% |
| 3Y | +429.1% | +58.0% | +371.1% | +351.0% |
| 5Y | +418.8% | +73.7% | +345.0% | +328.2% |
| All | +396.5% | +385.6% | +11.0% | +207.8% |
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