+135.9%
WMT vs IBN
+58.3%
+77.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.5% | +1.0% |
| 7D | 0.0% | -3.0% | +3.0% | +0.5% |
| 30D | -7.4% | -1.5% | -5.9% | -7.2% |
| 3M | -10.9% | +7.9% | -18.8% | -12.2% |
| 6M | -12.7% | +8.6% | -21.3% | -14.2% |
| YTD | -3.2% | -0.6% | -2.7% | -3.4% |
| 1Y | +5.3% | -7.3% | +12.6% | +6.3% |
| 3Y | +101.9% | +26.2% | +75.6% | +92.6% |
| All | +135.9% | +58.3% | +77.6% | +117.0% |
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