+142.7%
WFC vs IBN
+316.4%
-173.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | 0.0% |
| 7D | +0.3% | -5.5% | +5.8% | +2.5% |
| 30D | +2.3% | -3.4% | +5.7% | +3.6% |
| 3M | +9.8% | +8.7% | +1.1% | +6.2% |
| 6M | +15.6% | +3.7% | +11.8% | +13.6% |
| YTD | -2.4% | -2.4% | -0.1% | -1.9% |
| 1Y | +13.8% | -8.1% | +21.9% | +16.7% |
| 3Y | +134.6% | +26.3% | +108.3% | +109.3% |
| 5Y | +127.9% | +54.9% | +73.0% | +86.4% |
| All | +142.7% | +316.4% | -173.7% | +44.0% |
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 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