+54.9%
IBN vs WSM
+171.2%
-116.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.4% |
| 7D | -5.5% | +0.4% | -5.9% | -5.5% |
| 30D | -3.4% | -10.7% | +7.3% | -1.9% |
| 3M | +8.7% | +8.5% | +0.2% | +7.3% |
| 6M | +3.7% | +19.6% | -15.9% | +1.0% |
| YTD | -2.4% | +26.6% | -29.0% | -5.7% |
| 1Y | -8.1% | +12.0% | -20.0% | -10.0% |
| 3Y | +26.3% | +226.6% | -200.3% | -0.8% |
| 5Y | +54.9% | +174.1% | -119.2% | +17.9% |
| All | +54.9% | +171.2% | -116.3% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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