+149.3%
BWA vs IBN
+324.2%
-174.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +0.8% |
| 7D | -1.3% | -3.0% | +1.7% | -0.3% |
| 30D | -2.9% | -1.5% | -1.4% | -2.4% |
| 3M | -10.7% | +7.9% | -18.6% | -13.2% |
| 6M | +26.5% | +8.6% | +17.8% | +22.6% |
| YTD | +49.1% | -0.6% | +49.6% | +48.9% |
| 1Y | +52.1% | -7.3% | +59.4% | +55.2% |
| 3Y | +72.6% | +26.2% | +46.4% | +56.6% |
| 5Y | +89.4% | +57.8% | +31.6% | +58.5% |
| All | +149.3% | +324.2% | -174.9% | +58.6% |
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