+339.1%
ACWI vs IBN
+473.5%
-134.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.8% |
| 7D | -0.2% | +15.8% | -15.9% | -4.5% |
| 30D | -3.3% | +25.1% | -28.3% | -9.7% |
| 3M | -3.4% | +16.0% | -19.4% | -7.8% |
| 6M | +0.8% | +32.8% | -32.0% | -7.8% |
| YTD | +10.7% | +18.0% | -7.3% | +4.7% |
| 1Y | +11.6% | +15.9% | -4.3% | +6.1% |
| 3Y | +73.4% | +57.6% | +15.7% | +48.4% |
| 5Y | +60.2% | +74.7% | -14.5% | +32.0% |
| 10Y | +221.6% | +373.9% | -152.4% | +81.7% |
| All | +339.1% | +473.5% | -134.3% | +57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling