-6.5%
IBN vs SUI
-5.1%
-1.5%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.2% |
| 7D | -2.2% | -3.1% | +0.9% | -1.6% |
| 30D | -2.3% | -2.3% | 0.0% | -1.8% |
| 3M | +15.9% | -2.8% | +18.7% | +16.2% |
| 6M | +5.6% | -12.4% | +18.0% | +7.8% |
| YTD | -0.1% | -3.3% | +3.2% | +1.0% |
| 1Y | -6.5% | -5.8% | -0.7% | -4.7% |
| All | -6.5% | -5.1% | -1.5% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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