+216.7%
ACWI vs IBN
+367.6%
-150.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -1.2% |
| 7D | -2.4% | +15.1% | -17.4% | -6.1% |
| 30D | -5.2% | +21.6% | -26.8% | -10.3% |
| 3M | -4.8% | +11.2% | -16.0% | -7.8% |
| 6M | -1.3% | +27.8% | -29.1% | -8.1% |
| YTD | +8.4% | +14.7% | -6.3% | +3.8% |
| 1Y | +11.0% | +14.4% | -3.4% | +6.4% |
| 3Y | +70.6% | +52.1% | +18.5% | +49.2% |
| 5Y | +55.3% | +70.7% | -15.4% | +30.6% |
| All | +216.7% | +367.6% | -150.9% | +111.6% |
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