+363.5%
SE vs IBN
+351.6%
+11.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -0.5% | +1.9% | -2.3% | -1.3% |
| 30D | -20.9% | +22.1% | -43.0% | -27.8% |
| 3M | -38.9% | +17.1% | -56.0% | -43.2% |
| 6M | -19.4% | +35.5% | -55.0% | -30.0% |
| YTD | -40.9% | +16.8% | -57.7% | -45.3% |
| 1Y | -46.2% | +12.4% | -58.6% | -49.3% |
| 3Y | +63.7% | +58.0% | +5.7% | +28.6% |
| 5Y | -77.9% | +73.7% | -151.6% | -83.0% |
| All | +363.5% | +351.6% | +11.8% | +219.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling