+226.1%
ACWI vs IBN
+312.4%
-86.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | +0.2% |
| 7D | +1.1% | -2.2% | +3.3% | +1.7% |
| 30D | -0.2% | -2.3% | +2.1% | +0.4% |
| 3M | +4.7% | +15.9% | -11.2% | +0.4% |
| 6M | +14.5% | +5.6% | +8.9% | +12.5% |
| YTD | +14.6% | -0.1% | +14.7% | +14.2% |
| 1Y | +21.4% | -6.5% | +28.0% | +23.0% |
| 3Y | +77.6% | +29.3% | +48.3% | +62.9% |
| 5Y | +68.1% | +56.6% | +11.5% | +45.2% |
| 10Y | +226.1% | +314.4% | -88.2% | +126.0% |
| All | +226.1% | +312.4% | -86.2% | +126.0% |
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 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