+7,722.7%
EW vs IBN
+1,756.6%
+5,966.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.9% | +2.3% |
| 7D | +12.3% | +14.6% | -2.3% | +10.2% |
| 30D | +22.9% | +23.5% | -0.6% | +19.3% |
| 3M | +16.7% | +14.0% | +2.7% | +14.5% |
| 6M | +31.0% | +31.1% | -0.2% | +26.0% |
| YTD | +22.8% | +16.6% | +6.3% | +20.0% |
| 1Y | +25.6% | +14.9% | +10.7% | +22.9% |
| 3Y | +62.0% | +56.9% | +5.1% | +51.2% |
| 5Y | -12.8% | +69.7% | -82.4% | -19.5% |
| 10Y | +239.8% | +365.4% | -125.6% | +169.6% |
| All | +7,722.7% | +1,756.6% | +5,966.1% | +4,609.4% |
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