+2,138.6%
BWA vs IBN
+1,491.4%
+647.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.2% |
| 7D | +4.3% | -2.2% | +6.5% | +4.9% |
| 30D | -2.9% | -2.3% | -0.6% | -2.3% |
| 3M | -12.4% | +15.9% | -28.3% | -16.0% |
| 6M | +28.6% | +5.6% | +23.0% | +26.5% |
| YTD | +48.2% | -0.1% | +48.3% | +48.0% |
| 1Y | +50.9% | -6.5% | +57.5% | +53.1% |
| 3Y | +72.2% | +29.3% | +42.9% | +58.9% |
| 5Y | +91.1% | +56.6% | +34.5% | +67.3% |
| 10Y | +144.0% | +314.4% | -170.4% | +56.7% |
| All | +2,138.6% | +1,491.4% | +647.2% | +900.8% |
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 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