-66.8%
BBWI vs IBN
+56.7%
-123.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -1.7% |
| 7D | +1.6% | -2.2% | +3.7% | +2.8% |
| 30D | -6.2% | -2.3% | -3.9% | -5.1% |
| 3M | +4.3% | +15.9% | -11.5% | -4.0% |
| 6M | -7.2% | +5.6% | -12.8% | -10.1% |
| YTD | -3.0% | -0.1% | -3.0% | -3.3% |
| 1Y | -30.8% | -6.5% | -24.2% | -28.6% |
| 3Y | -43.4% | +29.3% | -72.7% | -52.8% |
| All | -66.8% | +56.7% | -123.5% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling