+227.1%
ACWI vs IBN
+389.8%
-162.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -0.7% | +11.1% | -11.8% | -3.6% |
| 30D | -2.0% | +23.9% | -25.8% | -7.8% |
| 3M | -2.2% | +16.3% | -18.5% | -6.4% |
| 6M | +1.9% | +34.2% | -32.3% | -6.5% |
| YTD | +12.0% | +17.6% | -5.6% | +6.5% |
| 1Y | +12.5% | +13.8% | -1.3% | +7.9% |
| 3Y | +75.4% | +57.0% | +18.4% | +52.0% |
| 5Y | +61.5% | +75.3% | -13.8% | +34.7% |
| 10Y | +227.1% | +388.7% | -161.5% | +115.6% |
| All | +227.1% | +389.8% | -162.7% | +115.6% |
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