+59.1%
ACWI vs IBN
+73.5%
-14.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +2.4% | +1.9% | +0.6% | +1.8% |
| 30D | -1.7% | +22.1% | -23.8% | -8.4% |
| 3M | -3.9% | +17.1% | -21.0% | -9.2% |
| 6M | +0.8% | +35.5% | -34.8% | -9.8% |
| YTD | +11.0% | +16.8% | -5.8% | +4.5% |
| 1Y | +13.1% | +12.4% | +0.7% | +7.8% |
| 3Y | +73.9% | +58.0% | +15.8% | +40.8% |
| All | +59.1% | +73.5% | -14.3% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling