+8.0%
EW vs IBN
-8.0%
+16.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | -5.1% | -5.1% | 0.0% | -4.0% |
| 30D | -6.4% | -3.5% | -2.8% | -5.6% |
| 3M | -1.6% | +11.3% | -12.9% | -3.7% |
| 6M | +2.3% | +4.4% | -2.2% | +0.9% |
| YTD | +1.1% | -1.8% | +2.9% | +0.3% |
| 1Y | +8.0% | -8.0% | +16.0% | +6.8% |
| All | +8.0% | -8.0% | +16.0% | +6.8% |
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