+3,421.3%
IBN vs WTW
+1,094.8%
+2,326.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.8% | 0.0% |
| 7D | -5.1% | -7.1% | +2.0% | -1.7% |
| 30D | -3.5% | -8.5% | +5.0% | +0.6% |
| 3M | +11.3% | +20.6% | -9.3% | +1.0% |
| 6M | +4.4% | +7.2% | -2.8% | -0.5% |
| YTD | -1.8% | -3.9% | +2.1% | -2.2% |
| 1Y | -8.0% | -3.6% | -4.4% | -8.8% |
| 3Y | +27.1% | +60.7% | -33.6% | -5.7% |
| 5Y | +54.5% | +42.2% | +12.3% | +20.1% |
| 10Y | +314.2% | +195.5% | +118.8% | +106.1% |
| All | +3,421.3% | +1,094.8% | +2,326.5% | +1,373.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling