+2,968.8%
IBN vs SNY
+241.9%
+2,726.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | -3.0% | -3.3% | +0.3% | -1.1% |
| 30D | -1.5% | -2.2% | +0.6% | -0.3% |
| 3M | +7.9% | -3.0% | +11.0% | +9.3% |
| 6M | +8.6% | +2.7% | +5.9% | +6.2% |
| YTD | -0.6% | -6.8% | +6.3% | +2.4% |
| 1Y | -7.3% | -5.3% | -2.1% | -6.0% |
| 3Y | +26.2% | -9.8% | +36.0% | +23.5% |
| 5Y | +57.8% | +9.7% | +48.2% | +31.2% |
| 10Y | +319.5% | +64.5% | +255.0% | +149.8% |
| All | +2,968.8% | +241.9% | +2,726.9% | +1,068.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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