+4,532.8%
SITM vs IBN
+120.7%
+4,412.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.5% |
| 7D | +4.8% | -5.5% | +10.3% | +8.7% |
| 30D | -9.7% | -3.4% | -6.3% | -7.7% |
| 3M | -9.3% | +8.7% | -18.0% | -14.5% |
| 6M | +69.5% | +3.7% | +65.8% | +65.4% |
| YTD | +70.5% | -2.4% | +72.9% | +73.0% |
| 1Y | +145.3% | -8.1% | +153.3% | +154.6% |
| 3Y | +432.8% | +26.3% | +406.5% | +333.4% |
| 5Y | +174.0% | +54.9% | +119.1% | +98.8% |
| All | +4,532.8% | +120.7% | +4,412.1% | +3,590.7% |
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 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