-1.6%
SW vs IBN
+63.6%
-65.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.1% | -5.6% | -3.3% |
| 7D | +4.7% | +11.7% | -7.0% | -0.5% |
| 30D | +5.0% | +16.1% | -11.1% | -1.9% |
| 3M | -7.3% | +7.0% | -14.3% | -10.3% |
| 6M | +15.0% | +26.1% | -11.1% | +3.9% |
| YTD | +18.5% | +10.1% | +8.4% | +13.0% |
| 1Y | +27.1% | +8.0% | +19.1% | +22.0% |
| 3Y | +49.3% | +46.0% | +3.3% | +22.1% |
| 5Y | -1.6% | +63.9% | -65.5% | -30.0% |
| All | -1.6% | +63.6% | -65.3% | -30.0% |
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 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