-92.7%
SIRI vs IBN
+1,463.9%
-1,556.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.5% |
| 7D | -3.9% | -5.1% | +1.2% | -2.8% |
| 30D | -0.8% | -3.5% | +2.7% | -0.1% |
| 3M | +4.3% | +11.3% | -7.0% | +1.9% |
| 6M | +34.1% | +4.4% | +29.6% | +32.6% |
| YTD | +47.3% | -1.8% | +49.1% | +47.4% |
| 1Y | +22.9% | -8.0% | +30.9% | +24.6% |
| 3Y | -24.6% | +27.1% | -51.6% | -29.0% |
| 5Y | -43.2% | +54.5% | -97.7% | -49.2% |
| 10Y | -12.3% | +314.2% | -326.5% | -39.7% |
| All | -92.7% | +1,463.9% | -1,556.7% | -96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling