+79.7%
IWD vs IBN
+51.2%
+28.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.5% | -1.2% |
| 7D | -0.5% | +15.1% | -15.5% | -3.2% |
| 30D | +2.7% | +21.6% | -19.0% | -1.4% |
| 3M | +0.9% | +11.2% | -10.3% | -1.3% |
| 6M | +10.5% | +27.8% | -17.2% | +5.1% |
| YTD | +23.7% | +14.7% | +9.0% | +19.7% |
| 1Y | +28.7% | +14.4% | +14.3% | +24.6% |
| 3Y | +79.7% | +52.1% | +27.6% | +66.4% |
| All | +79.7% | +51.2% | +28.5% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling