-8.0%
IBN vs SBAC
+0.1%
-8.1%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.6% |
| 7D | -5.1% | +0.2% | -5.3% | -5.1% |
| 30D | -3.5% | +3.9% | -7.4% | -3.8% |
| 3M | +11.3% | -8.2% | +19.5% | +12.5% |
| 6M | +4.4% | -2.8% | +7.2% | +6.0% |
| YTD | -1.8% | -1.5% | -0.3% | -0.3% |
| 1Y | -8.0% | 0.0% | -8.0% | -7.5% |
| All | -8.0% | +0.1% | -8.1% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling