+356.8%
ACWI vs IBN
+398.2%
-41.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +0.5% | +1.4% | -0.9% | +0.1% |
| 30D | +0.9% | -0.3% | +1.2% | +0.9% |
| 3M | +2.4% | +17.1% | -14.7% | -2.5% |
| 6M | +12.4% | +3.4% | +9.0% | +11.0% |
| YTD | +15.2% | +2.5% | +12.6% | +13.9% |
| 1Y | +22.7% | -4.2% | +26.9% | +23.6% |
| 3Y | +75.8% | +32.4% | +43.4% | +58.9% |
| 5Y | +67.7% | +59.2% | +8.5% | +42.1% |
| 10Y | +229.0% | +345.7% | -116.7% | +88.7% |
| All | +356.8% | +398.2% | -41.3% | +71.3% |
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 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