+5.1%
IBN vs WETO
-99.4%
+104.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.1% | -7.6% | -0.6% |
| 7D | -5.5% | -19.9% | +14.4% | -5.5% |
| 30D | -3.4% | -42.7% | +39.3% | -3.5% |
| 3M | +8.7% | -97.7% | +106.4% | +10.8% |
| 6M | +3.7% | -94.4% | +98.1% | +5.2% |
| YTD | -2.4% | -97.0% | +94.6% | -1.4% |
| 1Y | -8.1% | -98.9% | +90.8% | -7.7% |
| All | +5.1% | -99.4% | +104.5% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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