+315.4%
IBN vs NWSA
+148.8%
+166.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -5.5% | -4.8% | -0.7% | -3.8% |
| 30D | -3.4% | +3.0% | -6.4% | -4.4% |
| 3M | +8.7% | +9.3% | -0.6% | +4.9% |
| 6M | +3.7% | +23.2% | -19.5% | -4.2% |
| YTD | -2.4% | +13.3% | -15.7% | -7.5% |
| 1Y | -8.1% | +2.9% | -11.0% | -10.2% |
| 3Y | +26.3% | +43.3% | -17.0% | +6.5% |
| 5Y | +54.9% | +40.9% | +14.1% | +27.6% |
| All | +315.4% | +148.8% | +166.5% | +145.6% |
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