-35.0%
SFM vs IBN
+4.2%
-39.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.8% | -0.1% | +3.1% |
| 7D | -12.3% | +8.9% | -21.2% | -13.1% |
| 30D | -16.2% | +12.6% | -28.9% | -17.2% |
| 3M | -36.8% | +3.1% | -39.9% | -37.1% |
| 6M | -32.6% | +20.6% | -53.2% | -31.9% |
| YTD | -31.7% | +5.8% | -37.5% | -29.8% |
| 1Y | -35.0% | +3.7% | -38.7% | -32.8% |
| All | -35.0% | +4.2% | -39.2% | -32.8% |
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