+125.6%
EW vs IBN
+312.2%
-186.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.1% |
| 7D | -5.1% | -5.1% | 0.0% | -3.7% |
| 30D | -6.4% | -3.5% | -2.8% | -5.5% |
| 3M | -1.6% | +11.3% | -12.9% | -4.5% |
| 6M | +2.3% | +4.4% | -2.2% | +0.8% |
| YTD | +1.1% | -1.8% | +2.9% | +1.2% |
| 1Y | +8.0% | -8.0% | +16.0% | +9.9% |
| 3Y | +16.3% | +27.1% | -10.7% | +7.3% |
| 5Y | -29.4% | +54.5% | -83.9% | -38.7% |
| 10Y | +125.6% | +314.2% | -188.6% | +53.2% |
| All | +125.6% | +312.2% | -186.6% | +53.2% |
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