+819.5%
WMT vs IBN
+1,491.4%
-671.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.8% |
| 7D | +0.1% | -2.2% | +2.3% | +0.4% |
| 30D | -5.0% | -2.3% | -2.7% | -4.7% |
| 3M | -11.3% | +15.9% | -27.2% | -12.7% |
| 6M | -13.8% | +5.6% | -19.4% | -14.4% |
| YTD | -4.2% | -0.1% | -4.1% | -4.4% |
| 1Y | +4.6% | -6.5% | +11.1% | +5.1% |
| 3Y | +100.5% | +29.3% | +71.2% | +94.2% |
| 5Y | +129.7% | +56.6% | +73.1% | +117.1% |
| 10Y | +423.4% | +314.4% | +109.1% | +333.9% |
| All | +819.5% | +1,491.4% | -671.9% | +487.4% |
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