+275.2%
SGI vs IBN
+312.2%
-37.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.3% |
| 7D | +0.6% | -5.1% | +5.7% | +2.5% |
| 30D | +5.5% | -3.5% | +9.1% | +6.9% |
| 3M | -3.6% | +11.3% | -14.9% | -7.4% |
| 6M | -15.0% | +4.4% | -19.5% | -16.2% |
| YTD | -23.0% | -1.8% | -21.2% | -22.6% |
| 1Y | -18.4% | -8.0% | -10.4% | -16.3% |
| 3Y | +57.8% | +27.1% | +30.7% | +42.7% |
| 5Y | +51.5% | +54.5% | -3.0% | +27.7% |
| 10Y | +275.2% | +314.2% | -39.1% | +136.8% |
| All | +275.2% | +312.2% | -37.0% | +136.8% |
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 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