+323.2%
IBN vs WTW
+198.0%
+125.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | -3.0% | -5.7% | +2.7% | -0.9% |
| 30D | -1.5% | -7.3% | +5.7% | +1.2% |
| 3M | +7.9% | +21.5% | -13.5% | -0.1% |
| 6M | +8.6% | +9.6% | -1.0% | +3.9% |
| YTD | -0.6% | -3.3% | +2.7% | -0.7% |
| 1Y | -7.3% | -6.1% | -1.2% | -6.5% |
| 3Y | +26.2% | +61.8% | -35.6% | -2.1% |
| 5Y | +57.8% | +42.7% | +15.2% | +27.7% |
| All | +323.2% | +198.0% | +125.1% | +146.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling