+397.6%
IBN vs NWSA
+148.1%
+249.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.5% |
| 7D | +1.9% | +2.2% | -0.3% | +1.1% |
| 30D | +22.1% | -8.8% | +30.9% | +25.1% |
| 3M | +17.1% | -6.5% | +23.6% | +18.8% |
| 6M | +35.5% | +1.5% | +34.0% | +33.0% |
| YTD | +16.8% | +4.0% | +12.8% | +13.1% |
| 1Y | +12.4% | +3.4% | +9.0% | +9.0% |
| 3Y | +58.0% | +34.8% | +23.2% | +35.2% |
| 5Y | +73.7% | +18.4% | +55.4% | +52.3% |
| All | +397.6% | +148.1% | +249.5% | +199.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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