+54.5%
IBN vs TW
+20.0%
+34.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | -5.1% | -0.5% | -4.6% | -5.0% |
| 30D | -3.5% | -0.6% | -2.9% | -3.5% |
| 3M | +11.3% | +3.4% | +7.9% | +10.4% |
| 6M | +4.4% | -18.4% | +22.9% | +7.5% |
| YTD | -1.8% | -3.9% | +2.1% | -1.9% |
| 1Y | -8.0% | -13.3% | +5.4% | -6.4% |
| 3Y | +27.1% | +20.8% | +6.2% | +18.5% |
| 5Y | +54.5% | +20.3% | +34.2% | +45.8% |
| All | +54.5% | +20.0% | +34.4% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling