+1,504.3%
IBN vs SBAC
+321.0%
+1,183.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | +1.4% | -0.8% | +2.2% | +1.5% |
| 30D | -0.3% | +6.9% | -7.2% | -1.6% |
| 3M | +17.1% | -8.2% | +25.3% | +18.7% |
| 6M | +3.4% | -1.6% | +5.0% | +2.8% |
| YTD | +2.5% | -0.1% | +2.6% | +1.5% |
| 1Y | -4.2% | -0.5% | -3.7% | -5.1% |
| 3Y | +32.4% | -9.1% | +41.5% | +31.5% |
| 5Y | +59.2% | -43.8% | +103.0% | +71.3% |
| 10Y | +345.7% | +80.5% | +265.1% | +278.9% |
| All | +1,504.3% | +321.0% | +1,183.3% | +977.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling