+1,547.8%
ITW vs IBN
+1,454.8%
+93.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.6% |
| 7D | -2.4% | -5.5% | +3.1% | -1.2% |
| 30D | -9.5% | -3.4% | -6.1% | -8.9% |
| 3M | +6.6% | +8.7% | -2.0% | +4.8% |
| 6M | -1.8% | +3.7% | -5.5% | -2.6% |
| YTD | +9.0% | -2.4% | +11.4% | +9.3% |
| 1Y | +3.6% | -8.1% | +11.6% | +5.0% |
| 3Y | +19.4% | +26.3% | -6.9% | +12.5% |
| 5Y | +36.4% | +54.9% | -18.5% | +22.5% |
| 10Y | +190.0% | +311.8% | -121.8% | +105.0% |
| All | +1,547.8% | +1,454.8% | +93.1% | +702.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling