+44.4%
SITM vs IBN
+4.2%
+40.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +3.8% | -13.1% | -10.8% |
| 7D | -19.5% | +8.9% | -28.5% | -22.8% |
| 30D | -43.2% | +12.6% | -55.9% | -47.2% |
| 3M | -30.8% | +3.1% | -33.9% | -31.5% |
| 6M | -28.6% | +20.6% | -49.2% | -37.8% |
| YTD | +14.2% | +5.8% | +8.4% | +8.6% |
| 1Y | +44.4% | +3.7% | +40.7% | +31.8% |
| All | +44.4% | +4.2% | +40.2% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling