+51.6%
SW vs IBN
+39.5%
+12.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.8% | +0.3% | +2.5% |
| 7D | +12.1% | +8.9% | +3.1% | +8.1% |
| 30D | +6.6% | +12.6% | -6.1% | +1.4% |
| 3M | -6.0% | +3.1% | -9.1% | -7.3% |
| 6M | +21.5% | +20.6% | +0.9% | +13.0% |
| YTD | +20.3% | +5.8% | +14.6% | +16.3% |
| 1Y | +28.1% | +3.7% | +24.5% | +24.4% |
| All | +51.6% | +39.5% | +12.0% | +31.0% |
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