+24.6%
IBN vs TW
+20.8%
+3.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | -5.1% | -0.5% | -4.6% | -5.1% |
| 30D | -3.5% | -0.6% | -2.9% | -3.5% |
| 3M | +11.3% | +3.4% | +7.9% | +10.8% |
| 6M | +4.4% | -18.4% | +22.9% | +6.5% |
| YTD | -1.8% | -3.9% | +2.1% | -1.8% |
| 1Y | -8.0% | -13.3% | +5.4% | -6.8% |
| All | +24.6% | +20.8% | +3.8% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling