+60.0%
SGI vs IBN
+56.7%
+3.3%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.9% |
| 7D | +9.3% | -2.2% | +11.5% | +10.6% |
| 30D | +6.9% | -2.3% | +9.2% | +8.2% |
| 3M | +2.8% | +15.9% | -13.0% | -5.2% |
| 6M | -12.6% | +5.6% | -18.2% | -15.2% |
| YTD | -21.5% | -0.1% | -21.5% | -22.0% |
| 1Y | -18.8% | -6.5% | -12.2% | -16.9% |
| 3Y | +60.8% | +29.3% | +31.5% | +32.2% |
| 5Y | +60.0% | +56.6% | +3.4% | +11.7% |
| All | +60.0% | +56.7% | +3.3% | +11.7% |
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 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