-2.3%
SW vs IBN
+61.6%
-63.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | -5.1% | +1.4% | -6.5% | -5.7% |
| 30D | -4.6% | -0.3% | -4.3% | -4.5% |
| 3M | +9.4% | +17.1% | -7.7% | +2.4% |
| 6M | +3.5% | +3.4% | +0.1% | +1.7% |
| YTD | +22.0% | +2.5% | +19.5% | +20.3% |
| 1Y | +2.2% | -4.2% | +6.4% | +3.0% |
| 3Y | +19.6% | +32.4% | -12.8% | +3.0% |
| All | -2.3% | +61.6% | -63.9% | -26.0% |
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