+15.7%
BWA vs IBN
+4.2%
+11.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.8% | -6.3% | -3.9% |
| 7D | -9.9% | +8.9% | -18.8% | -12.9% |
| 30D | -16.4% | +12.6% | -29.0% | -20.5% |
| 3M | -19.8% | +3.1% | -22.9% | -20.7% |
| 6M | -10.0% | +20.6% | -30.6% | -17.3% |
| YTD | +12.7% | +5.8% | +7.0% | +10.7% |
| 1Y | +15.7% | +3.7% | +12.0% | +13.8% |
| All | +15.7% | +4.2% | +11.5% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling