+90.7%
WFC vs IBN
+73.5%
+17.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.2% |
| 7D | +2.5% | +1.9% | +0.7% | +1.6% |
| 30D | +7.0% | +22.1% | -15.1% | -2.7% |
| 3M | -1.8% | +17.1% | -18.9% | -9.0% |
| 6M | +18.4% | +35.5% | -17.2% | +2.3% |
| YTD | -5.6% | +16.8% | -22.4% | -12.9% |
| 1Y | +3.9% | +12.4% | -8.5% | -2.4% |
| 3Y | +126.3% | +58.0% | +68.3% | +69.3% |
| All | +90.7% | +73.5% | +17.2% | +27.9% |
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