+184.4%
SW vs IBN
+364.2%
-179.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | +0.1% |
| 7D | +2.2% | +15.8% | -13.6% | -1.5% |
| 30D | +7.4% | +25.1% | -17.6% | +1.7% |
| 3M | -5.9% | +16.0% | -21.9% | -9.3% |
| 6M | +9.0% | +32.8% | -23.8% | +1.8% |
| YTD | +18.1% | +18.0% | +0.1% | +13.4% |
| 1Y | +28.7% | +15.9% | +12.8% | +24.0% |
| 3Y | +48.8% | +57.6% | -8.9% | +33.1% |
| 5Y | +2.5% | +74.7% | -72.2% | -10.8% |
| 10Y | +184.4% | +373.9% | -189.5% | +107.6% |
| All | +184.4% | +364.2% | -179.7% | +107.6% |
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