+58.2%
IBN vs WTW
+42.0%
+16.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -3.0% | -5.7% | +2.7% | -1.5% |
| 30D | -1.5% | -7.3% | +5.7% | +0.4% |
| 3M | +7.9% | +21.5% | -13.5% | +2.2% |
| 6M | +8.6% | +9.6% | -1.0% | +5.4% |
| YTD | -0.6% | -3.3% | +2.7% | -0.3% |
| 1Y | -7.3% | -6.1% | -1.2% | -6.4% |
| 3Y | +26.2% | +61.8% | -35.6% | +1.6% |
| All | +58.2% | +42.0% | +16.2% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling