+568.6%
SE vs IBN
+279.7%
+288.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.3% | -3.3% |
| 7D | -3.6% | -5.1% | +1.5% | -1.4% |
| 30D | -5.3% | -3.5% | -1.8% | -3.8% |
| 3M | +28.1% | +11.3% | +16.8% | +21.9% |
| 6M | +20.7% | +4.4% | +16.2% | +18.0% |
| YTD | -14.8% | -1.8% | -13.0% | -14.5% |
| 1Y | -43.6% | -8.0% | -35.6% | -42.1% |
| 3Y | +184.2% | +27.1% | +157.1% | +147.2% |
| 5Y | -66.3% | +54.5% | -120.8% | -72.4% |
| All | +568.6% | +279.7% | +288.9% | +398.7% |
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