+73.1%
IBN vs TW
+41.5%
+31.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | +5.7% | +3.2% | +2.5% | +5.2% |
| 30D | +20.5% | +19.7% | +0.8% | +17.5% |
| 3M | +15.2% | +26.8% | -11.6% | +11.4% |
| 6M | +34.5% | +20.9% | +13.7% | +30.6% |
| YTD | +16.4% | +22.9% | -6.5% | +12.3% |
| 1Y | +13.5% | +20.4% | -6.8% | +10.0% |
| 3Y | +55.4% | +42.9% | +12.6% | +42.6% |
| 5Y | +73.1% | +40.2% | +32.8% | +58.2% |
| All | +73.1% | +41.5% | +31.6% | +58.2% |
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