+1,504.3%
IBN vs WSM
+5,542.4%
-4,038.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.3% |
| 7D | +1.4% | -3.3% | +4.7% | +2.3% |
| 30D | -0.3% | -8.4% | +8.1% | +1.9% |
| 3M | +17.1% | +9.7% | +7.5% | +13.9% |
| 6M | +3.4% | +16.7% | -13.3% | -1.2% |
| YTD | +2.5% | +28.7% | -26.2% | -4.8% |
| 1Y | -4.2% | +13.7% | -17.8% | -8.5% |
| 3Y | +32.4% | +230.1% | -197.7% | -12.4% |
| 5Y | +59.2% | +179.0% | -119.8% | +4.9% |
| 10Y | +345.7% | +1,002.5% | -656.9% | +67.0% |
| All | +1,504.3% | +5,542.4% | -4,038.1% | +196.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling