+314.2%
IBN vs SBAC
+78.4%
+235.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.5% |
| 7D | -5.1% | +0.2% | -5.3% | -5.1% |
| 30D | -3.5% | +3.9% | -7.4% | -4.4% |
| 3M | +11.3% | -8.2% | +19.5% | +13.2% |
| 6M | +4.4% | -2.8% | +7.2% | +4.1% |
| YTD | -1.8% | -1.5% | -0.3% | -2.6% |
| 1Y | -8.0% | 0.0% | -8.0% | -9.2% |
| 3Y | +27.1% | -8.4% | +35.5% | +25.5% |
| 5Y | +54.5% | -43.5% | +98.0% | +73.2% |
| 10Y | +314.2% | +86.9% | +227.3% | +285.4% |
| All | +314.2% | +78.4% | +235.9% | +285.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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