+200.5%
IWD vs IBN
+312.2%
-111.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.1% |
| 7D | -1.2% | -5.1% | +3.9% | +0.2% |
| 30D | -1.6% | -3.5% | +1.9% | -0.7% |
| 3M | +7.0% | +11.3% | -4.3% | +3.9% |
| 6M | +17.0% | +4.4% | +12.5% | +15.3% |
| YTD | +21.6% | -1.8% | +23.4% | +21.7% |
| 1Y | +28.0% | -8.0% | +36.0% | +30.1% |
| 3Y | +70.6% | +27.1% | +43.5% | +57.1% |
| 5Y | +73.3% | +54.5% | +18.8% | +50.0% |
| 10Y | +200.5% | +314.2% | -113.7% | +107.5% |
| All | +200.5% | +312.2% | -111.7% | +107.5% |
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