+175.5%
IBN vs TW
+206.7%
-31.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.1% |
| 7D | -3.0% | -4.5% | +1.5% | -2.1% |
| 30D | -1.5% | -2.3% | +0.8% | -1.1% |
| 3M | +7.9% | +2.6% | +5.3% | +6.8% |
| 6M | +8.6% | -17.5% | +26.2% | +12.5% |
| YTD | -0.6% | -5.3% | +4.8% | -0.4% |
| 1Y | -7.3% | -14.8% | +7.4% | -5.1% |
| 3Y | +26.2% | +18.8% | +7.4% | +16.6% |
| 5Y | +57.8% | +20.7% | +37.1% | +42.8% |
| All | +175.5% | +206.7% | -31.2% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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