+21.4%
ACWI vs IBN
-6.3%
+27.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | +0.2% |
| 7D | +1.1% | -2.2% | +3.3% | +1.6% |
| 30D | -0.2% | -2.3% | +2.1% | +0.4% |
| 3M | +4.7% | +15.9% | -11.2% | +0.6% |
| 6M | +14.5% | +5.6% | +8.9% | +11.6% |
| YTD | +14.6% | -0.1% | +14.7% | +12.7% |
| 1Y | +21.4% | -6.5% | +28.0% | +19.4% |
| All | +21.4% | -6.3% | +27.7% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling