-57.4%
BBWI vs IBN
+312.2%
-369.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.7% | -4.6% | -5.6% |
| 7D | -4.4% | -5.1% | +0.7% | -2.4% |
| 30D | -7.4% | -3.5% | -3.9% | -6.1% |
| 3M | -2.2% | +11.3% | -13.5% | -6.2% |
| 6M | -16.3% | +4.4% | -20.7% | -17.7% |
| YTD | -9.1% | -1.8% | -7.3% | -8.5% |
| 1Y | -34.5% | -8.0% | -26.5% | -32.6% |
| 3Y | -47.0% | +27.1% | -74.0% | -52.0% |
| 5Y | -68.8% | +54.5% | -123.3% | -73.9% |
| 10Y | -57.4% | +314.2% | -371.6% | -69.9% |
| All | -57.4% | +312.2% | -369.6% | -69.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling