+223.6%
IBN vs TW
+301.3%
-77.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.2% |
| 7D | +1.9% | +3.9% | -2.1% | +1.1% |
| 30D | +22.1% | +19.9% | +2.2% | +17.6% |
| 3M | +17.1% | +25.9% | -8.9% | +11.6% |
| 6M | +35.5% | +21.1% | +14.4% | +29.6% |
| YTD | +16.8% | +23.9% | -7.1% | +10.6% |
| 1Y | +12.4% | +21.2% | -8.8% | +7.0% |
| 3Y | +58.0% | +44.8% | +13.3% | +40.9% |
| 5Y | +73.7% | +41.4% | +32.3% | +53.5% |
| All | +223.6% | +301.3% | -77.7% | +137.4% |
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