+46.4%
WAB vs IBN
+12.1%
+34.2%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +5.1% | +1.9% | +3.2% | +4.6% |
| 30D | +4.0% | +22.1% | -18.1% | -1.2% |
| 3M | +0.1% | +17.1% | -17.0% | -3.8% |
| 6M | +12.8% | +35.5% | -22.8% | +1.2% |
| YTD | +40.1% | +16.8% | +23.3% | +30.6% |
| 1Y | +46.4% | +12.4% | +34.0% | +38.1% |
| All | +46.4% | +12.1% | +34.2% | +38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling