+189.7%
SW vs IBN
+331.3%
-141.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.8% | +0.3% | +3.2% |
| 7D | +12.1% | +8.9% | +3.1% | +9.8% |
| 30D | +6.6% | +12.6% | -6.1% | +3.6% |
| 3M | -6.0% | +3.1% | -9.1% | -6.7% |
| 6M | +21.5% | +20.6% | +0.9% | +16.4% |
| YTD | +20.3% | +5.8% | +14.6% | +18.7% |
| 1Y | +28.1% | +3.7% | +24.5% | +27.0% |
| 3Y | +51.6% | +40.3% | +11.3% | +39.7% |
| 5Y | -0.1% | +58.0% | -58.1% | -10.7% |
| All | +189.7% | +331.3% | -141.6% | +115.8% |
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