+330.0%
ACWI vs IBN
+457.2%
-127.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -1.3% |
| 7D | -2.4% | +15.1% | -17.4% | -6.5% |
| 30D | -5.2% | +21.6% | -26.8% | -10.8% |
| 3M | -4.8% | +11.2% | -16.0% | -8.1% |
| 6M | -1.3% | +27.8% | -29.1% | -8.7% |
| YTD | +8.4% | +14.7% | -6.3% | +3.4% |
| 1Y | +11.0% | +14.4% | -3.4% | +6.0% |
| 3Y | +70.6% | +52.1% | +18.5% | +47.6% |
| 5Y | +55.3% | +70.7% | -15.4% | +28.9% |
| 10Y | +223.2% | +385.5% | -162.4% | +81.0% |
| All | +330.0% | +457.2% | -127.2% | +55.6% |
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