+355.0%
SE vs IBN
+354.5%
+0.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.5% |
| 7D | -7.7% | +11.1% | -18.9% | -12.1% |
| 30D | -22.8% | +23.9% | -46.7% | -30.0% |
| 3M | -43.7% | +16.3% | -60.0% | -47.5% |
| 6M | -12.8% | +34.2% | -47.0% | -24.0% |
| YTD | -42.0% | +17.6% | -59.6% | -46.4% |
| 1Y | -48.0% | +13.8% | -61.9% | -51.3% |
| 3Y | +62.7% | +57.0% | +5.7% | +28.2% |
| 5Y | -77.8% | +75.3% | -153.1% | -83.0% |
| All | +355.0% | +354.5% | +0.5% | +212.6% |
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