+6,616.3%
EW vs IBN
+1,532.9%
+5,083.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.2% |
| 7D | -0.3% | +1.4% | -1.7% | -0.5% |
| 30D | +1.0% | -0.3% | +1.4% | +1.1% |
| 3M | +2.8% | +17.1% | -14.3% | +0.5% |
| 6M | +5.5% | +3.4% | +2.1% | +4.9% |
| YTD | +5.5% | +2.5% | +2.9% | +4.9% |
| 1Y | +11.0% | -4.2% | +15.2% | +11.4% |
| 3Y | +17.7% | +32.4% | -14.7% | +12.6% |
| 5Y | -25.7% | +59.2% | -84.9% | -30.8% |
| 10Y | +132.8% | +345.7% | -212.9% | +86.2% |
| All | +6,616.3% | +1,532.9% | +5,083.4% | +4,018.1% |
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