-67.4%
SE vs IBN
+60.8%
-128.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.3% |
| 7D | -6.1% | +1.4% | -7.5% | -7.2% |
| 30D | -2.5% | -0.3% | -2.1% | -2.3% |
| 3M | +21.7% | +17.1% | +4.6% | +7.1% |
| 6M | +27.0% | +3.4% | +23.6% | +22.7% |
| YTD | -12.1% | +2.5% | -14.7% | -14.8% |
| 1Y | -40.9% | -4.2% | -36.8% | -40.2% |
| 3Y | +191.0% | +32.4% | +158.6% | +97.3% |
| All | -67.4% | +60.8% | -128.2% | -82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling