+590.1%
EWT vs IBN
+1,385.3%
-795.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +2.0% | +0.1% |
| 7D | +1.6% | -2.2% | +3.8% | +2.2% |
| 30D | +8.2% | -2.3% | +10.5% | +8.8% |
| 3M | +11.1% | +15.9% | -4.8% | +6.5% |
| 6M | +60.4% | +5.6% | +54.9% | +57.8% |
| YTD | +75.6% | -0.1% | +75.6% | +75.2% |
| 1Y | +91.3% | -6.5% | +97.9% | +94.1% |
| 3Y | +200.3% | +29.3% | +171.0% | +176.4% |
| 5Y | +156.4% | +56.6% | +99.8% | +121.8% |
| 10Y | +495.8% | +314.4% | +181.4% | +267.3% |
| All | +590.1% | +1,385.3% | -795.2% | +113.2% |
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 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