+67.5%
IBN vs SUI
-26.3%
+93.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.6% | +4.5% |
| 7D | +15.1% | +6.2% | +8.9% | +13.4% |
| 30D | +21.6% | +8.6% | +13.1% | +19.3% |
| 3M | +11.2% | +1.0% | +10.2% | +10.8% |
| 6M | +27.8% | -2.6% | +30.3% | +28.2% |
| YTD | +14.7% | -0.1% | +14.8% | +14.3% |
| 1Y | +14.4% | +0.5% | +13.9% | +13.9% |
| 3Y | +52.1% | +15.3% | +36.8% | +43.3% |
| All | +67.5% | -26.3% | +93.8% | +82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling