-40.4%
WU vs IBN
+324.2%
-364.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.1% |
| 7D | -3.5% | -3.0% | -0.5% | -2.7% |
| 30D | -2.9% | -1.5% | -1.4% | -2.6% |
| 3M | -2.3% | +7.9% | -10.2% | -4.1% |
| 6M | -25.4% | +8.6% | -34.0% | -26.9% |
| YTD | -21.2% | -0.6% | -20.7% | -21.2% |
| 1Y | -8.9% | -7.3% | -1.5% | -7.4% |
| 3Y | -29.0% | +26.2% | -55.2% | -33.7% |
| 5Y | -50.7% | +57.8% | -108.6% | -56.9% |
| All | -40.4% | +324.2% | -364.6% | -56.2% |
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