-51.0%
WU vs IBN
+52.7%
-103.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -5.0% | -5.5% | +0.5% | -3.3% |
| 30D | -2.3% | -3.4% | +1.1% | -1.2% |
| 3M | -3.2% | +8.7% | -11.9% | -5.5% |
| 6M | -25.0% | +3.7% | -28.8% | -25.9% |
| YTD | -21.7% | -2.4% | -19.3% | -21.2% |
| 1Y | -9.0% | -8.1% | -0.9% | -6.9% |
| 3Y | -28.9% | +26.3% | -55.2% | -35.1% |
| 5Y | -51.0% | +54.9% | -106.0% | -59.3% |
| All | -51.0% | +52.7% | -103.8% | -59.3% |
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