+296.8%
BBWI vs IBN
+1,532.9%
-1,236.2%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.6% | +3.0% |
| 7D | +1.5% | +1.4% | +0.1% | +1.1% |
| 30D | -5.2% | -0.3% | -4.9% | -5.2% |
| 3M | +11.1% | +17.1% | -6.0% | +6.8% |
| 6M | -13.4% | +3.4% | -16.8% | -14.1% |
| YTD | +0.1% | +2.5% | -2.4% | -0.5% |
| 1Y | -36.1% | -4.2% | -32.0% | -35.6% |
| 3Y | -44.1% | +32.4% | -76.5% | -48.0% |
| 5Y | -66.2% | +59.2% | -125.4% | -70.0% |
| 10Y | -54.8% | +345.7% | -400.4% | -69.6% |
| All | +296.8% | +1,532.9% | -1,236.2% | +85.5% |
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