+273.0%
SFM vs IBN
+312.2%
-39.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.7% | -2.2% | -3.8% |
| 7D | -7.2% | -5.1% | -2.1% | -6.7% |
| 30D | -14.3% | -3.5% | -10.8% | -14.0% |
| 3M | -13.7% | +11.3% | -25.0% | -14.6% |
| 6M | -6.0% | +4.4% | -10.5% | -6.5% |
| YTD | -8.2% | -1.8% | -6.4% | -8.1% |
| 1Y | -46.2% | -8.0% | -38.3% | -45.8% |
| 3Y | +83.6% | +27.1% | +56.5% | +79.5% |
| 5Y | +212.7% | +54.5% | +158.2% | +200.1% |
| 10Y | +273.0% | +314.2% | -41.2% | +232.0% |
| All | +273.0% | +312.2% | -39.2% | +232.0% |
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