+326.9%
SAP vs IBN
+1,532.9%
-1,206.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -2.9% | +1.4% | -4.3% | -3.2% |
| 30D | +9.0% | -0.3% | +9.3% | +9.0% |
| 3M | +14.9% | +17.1% | -2.2% | +10.7% |
| 6M | +11.9% | +3.4% | +8.5% | +10.8% |
| YTD | -9.9% | +2.5% | -12.4% | -10.7% |
| 1Y | -19.5% | -4.2% | -15.4% | -19.1% |
| 3Y | +61.8% | +32.4% | +29.4% | +49.9% |
| 5Y | +56.2% | +59.2% | -3.0% | +38.3% |
| 10Y | +180.6% | +345.7% | -165.1% | +89.0% |
| All | +326.9% | +1,532.9% | -1,206.0% | +77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling