-11.3%
SIRI vs IBN
+324.2%
-335.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -0.9% | +0.5% |
| 7D | +0.6% | -3.0% | +3.6% | +1.3% |
| 30D | +2.5% | -1.5% | +4.0% | +2.9% |
| 3M | +6.6% | +7.9% | -1.3% | +4.7% |
| 6M | +32.9% | +8.6% | +24.2% | +30.1% |
| YTD | +50.5% | -0.6% | +51.0% | +50.1% |
| 1Y | +28.0% | -7.3% | +35.3% | +29.6% |
| 3Y | -22.4% | +26.2% | -48.6% | -27.3% |
| 5Y | -41.3% | +57.8% | -99.1% | -48.1% |
| All | -11.3% | +324.2% | -335.5% | -37.0% |
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