+362.7%
IBN vs NWSA
+127.4%
+235.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.1% |
| 7D | +1.4% | -1.9% | +3.3% | +2.1% |
| 30D | -0.3% | +4.6% | -4.9% | -2.0% |
| 3M | +17.1% | +13.2% | +3.9% | +11.4% |
| 6M | +3.4% | +27.0% | -23.6% | -6.0% |
| YTD | +2.5% | +16.8% | -14.3% | -4.2% |
| 1Y | -4.2% | +4.5% | -8.7% | -7.1% |
| 3Y | +32.4% | +46.2% | -13.8% | +10.1% |
| 5Y | +59.2% | +40.9% | +18.3% | +30.3% |
| 10Y | +345.7% | +145.1% | +200.6% | +159.5% |
| All | +362.7% | +127.4% | +235.2% | +184.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling