+75.1%
SAP vs IBN
+51.2%
+23.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.2% | -8.3% | -5.0% |
| 7D | -0.7% | +15.1% | -15.7% | -3.6% |
| 30D | +11.1% | +21.6% | -10.5% | +6.6% |
| 3M | +17.0% | +11.2% | +5.9% | +14.3% |
| 6M | +34.8% | +27.8% | +7.1% | +28.0% |
| YTD | -2.2% | +14.7% | -16.9% | -5.2% |
| 1Y | -6.4% | +14.4% | -20.9% | -9.3% |
| 3Y | +75.1% | +52.1% | +23.0% | +65.3% |
| All | +75.1% | +51.2% | +23.9% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 3y: compounded portfolio wealth divided by compounded IBN 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…
3y analysis · Full analysis span regression · 6 months rolling