+70.8%
SAP vs IBN
+68.5%
+2.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.2% | -8.3% | -5.7% |
| 7D | -0.7% | +15.1% | -15.7% | -5.9% |
| 30D | +11.1% | +21.6% | -10.5% | +3.1% |
| 3M | +17.0% | +11.2% | +5.9% | +12.2% |
| 6M | +34.8% | +27.8% | +7.1% | +22.4% |
| YTD | -2.2% | +14.7% | -16.9% | -7.7% |
| 1Y | -6.4% | +14.4% | -20.9% | -11.7% |
| 3Y | +75.1% | +52.1% | +23.0% | +40.1% |
| All | +70.8% | +68.5% | +2.3% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling