+726.5%
IWD vs IBN
+1,417.7%
-691.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -0.3% | +1.4% | -1.7% | -0.6% |
| 30D | +0.6% | -0.3% | +0.9% | +0.6% |
| 3M | +7.2% | +17.1% | -9.9% | +3.7% |
| 6M | +16.2% | +3.4% | +12.8% | +15.2% |
| YTD | +23.3% | +2.5% | +20.8% | +22.4% |
| 1Y | +29.6% | -4.2% | +33.7% | +30.2% |
| 3Y | +70.5% | +32.4% | +38.1% | +58.9% |
| 5Y | +73.5% | +59.2% | +14.3% | +54.6% |
| 10Y | +198.3% | +345.7% | -147.4% | +106.1% |
| All | +726.5% | +1,417.7% | -691.2% | +320.1% |
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 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