+1,504.3%
IBN vs SUI
+1,861.1%
-356.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | +1.4% | -2.8% | +4.2% | +2.9% |
| 30D | -0.3% | -1.2% | +0.8% | +0.2% |
| 3M | +17.1% | -1.7% | +18.8% | +17.7% |
| 6M | +3.4% | -10.5% | +13.9% | +9.1% |
| YTD | +2.5% | -1.8% | +4.4% | +2.7% |
| 1Y | -4.2% | -4.1% | -0.1% | -3.1% |
| 3Y | +32.4% | +11.3% | +21.1% | +18.1% |
| 5Y | +59.2% | -32.1% | +91.3% | +81.3% |
| 10Y | +345.7% | +110.4% | +235.2% | +133.4% |
| All | +1,504.3% | +1,861.1% | -356.8% | +32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling