+806.4%
WFC vs IBN
+1,532.9%
-726.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +3.8% | +1.4% | +2.4% | +3.3% |
| 30D | +1.5% | -0.3% | +1.8% | +1.5% |
| 3M | +10.9% | +17.1% | -6.2% | +5.7% |
| 6M | +8.4% | +3.4% | +5.0% | +7.2% |
| YTD | -1.9% | +2.5% | -4.4% | -2.9% |
| 1Y | +12.3% | -4.2% | +16.5% | +13.2% |
| 3Y | +132.3% | +32.4% | +99.9% | +110.4% |
| 5Y | +130.1% | +59.2% | +70.9% | +96.6% |
| 10Y | +134.4% | +345.7% | -211.3% | +40.5% |
| All | +806.4% | +1,532.9% | -726.5% | +302.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling