-44.2%
SE vs IBN
-8.6%
-35.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.8% |
| 7D | -4.8% | -5.5% | +0.7% | -3.7% |
| 30D | -18.1% | -3.4% | -14.7% | -17.5% |
| 3M | +30.6% | +8.7% | +22.0% | +28.4% |
| 6M | +20.8% | +3.7% | +17.1% | +17.2% |
| YTD | -15.6% | -2.4% | -13.2% | -18.2% |
| 1Y | -44.2% | -8.1% | -36.1% | -46.7% |
| All | -44.2% | -8.6% | -35.6% | -46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling