+11.6%
ACWI vs IBN
+16.2%
-4.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.8% |
| 7D | -0.2% | +15.8% | -15.9% | -3.7% |
| 30D | -3.3% | +25.1% | -28.3% | -8.9% |
| 3M | -3.4% | +16.0% | -19.4% | -6.9% |
| 6M | +0.8% | +32.8% | -32.0% | -7.2% |
| YTD | +10.7% | +18.0% | -7.3% | +4.4% |
| 1Y | +11.6% | +15.9% | -4.3% | +5.3% |
| All | +11.6% | +16.2% | -4.6% | +5.3% |
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