+73.6%
IWD vs IBN
+56.7%
+16.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.1% |
| 7D | -0.2% | -2.2% | +2.0% | +0.5% |
| 30D | -0.8% | -2.3% | +1.5% | -0.2% |
| 3M | +8.0% | +15.9% | -7.8% | +3.4% |
| 6M | +18.2% | +5.6% | +12.6% | +16.0% |
| YTD | +22.3% | -0.1% | +22.4% | +21.8% |
| 1Y | +28.9% | -6.5% | +35.4% | +30.6% |
| 3Y | +71.5% | +29.3% | +42.2% | +54.0% |
| 5Y | +73.6% | +56.6% | +17.0% | +43.1% |
| All | +73.6% | +56.7% | +16.9% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling