-23.3%
WY vs IBN
+57.3%
-80.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -0.8% | +1.9% | -2.7% | -1.2% |
| 30D | +10.1% | +22.1% | -12.0% | +5.7% |
| 3M | -15.4% | +17.1% | -32.5% | -18.2% |
| 6M | -8.3% | +35.5% | -43.9% | -13.7% |
| YTD | -9.8% | +16.8% | -26.6% | -13.5% |
| 1Y | -3.9% | +12.4% | -16.3% | -7.2% |
| 3Y | -23.3% | +58.0% | -81.4% | -31.4% |
| All | -23.3% | +57.3% | -80.7% | -31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling