+1,727.7%
IBN vs WSM
+6,222.2%
-4,494.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | 0.0% |
| 7D | +1.9% | 0.0% | +1.9% | +1.8% |
| 30D | +22.1% | +5.1% | +17.0% | +20.3% |
| 3M | +17.1% | +5.1% | +12.0% | +15.2% |
| 6M | +35.5% | +48.6% | -13.0% | +21.2% |
| YTD | +16.8% | +44.2% | -27.4% | +5.0% |
| 1Y | +12.4% | +38.1% | -25.7% | +2.0% |
| 3Y | +58.0% | +257.2% | -199.2% | +2.6% |
| 5Y | +73.7% | +165.1% | -91.4% | +16.7% |
| 10Y | +385.6% | +1,123.6% | -738.0% | +77.1% |
| All | +1,727.7% | +6,222.2% | -4,494.5% | +226.9% |
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 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