-46.2%
BBWI vs IBN
+391.8%
-438.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.8% | -1.0% |
| 7D | -4.2% | +15.8% | -20.0% | -10.1% |
| 30D | +24.9% | +25.1% | -0.2% | +13.6% |
| 3M | +13.2% | +16.0% | -2.7% | +6.3% |
| 6M | +12.1% | +32.8% | -20.7% | -0.2% |
| YTD | +11.1% | +18.0% | -7.0% | +3.6% |
| 1Y | +0.7% | +15.9% | -15.2% | -5.5% |
| 3Y | -23.8% | +57.6% | -81.4% | -37.2% |
| 5Y | -66.9% | +74.7% | -141.6% | -73.9% |
| All | -46.2% | +391.8% | -438.0% | -64.2% |
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