+59.0%
IBN vs SBAC
-6.8%
+65.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | +11.1% | -2.8% | +13.9% | +11.4% |
| 30D | +23.9% | +3.1% | +20.7% | +23.4% |
| 3M | +16.3% | +5.1% | +11.2% | +15.6% |
| 6M | +34.2% | -11.4% | +45.6% | +35.6% |
| YTD | +17.6% | +0.2% | +17.4% | +17.4% |
| 1Y | +13.8% | -3.9% | +17.8% | +14.1% |
| All | +59.0% | -6.8% | +65.9% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling