+184.1%
IBN vs TW
+221.1%
-37.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | +1.4% | -2.3% | +3.7% | +1.9% |
| 30D | -0.3% | +3.9% | -4.3% | -1.2% |
| 3M | +17.1% | +5.7% | +11.4% | +15.2% |
| 6M | +3.4% | -14.5% | +17.9% | +6.3% |
| YTD | +2.5% | -0.9% | +3.4% | +1.7% |
| 1Y | -4.2% | -13.5% | +9.3% | -2.0% |
| 3Y | +32.4% | +25.0% | +7.4% | +21.1% |
| 5Y | +59.2% | +22.7% | +36.5% | +43.9% |
| All | +184.1% | +221.1% | -37.0% | +118.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling