+188.3%
ITW vs IBN
+324.2%
-135.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.6% |
| 7D | -0.7% | -3.0% | +2.3% | +0.1% |
| 30D | -8.3% | -1.5% | -6.8% | -8.0% |
| 3M | +6.0% | +7.9% | -1.9% | +3.7% |
| 6M | 0.0% | +8.6% | -8.6% | -2.5% |
| YTD | +10.2% | -0.6% | +10.8% | +10.0% |
| 1Y | +3.2% | -7.3% | +10.5% | +4.8% |
| 3Y | +21.0% | +26.2% | -5.2% | +11.4% |
| 5Y | +37.9% | +57.8% | -19.9% | +18.2% |
| All | +188.3% | +324.2% | -135.9% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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