+168.4%
SITM vs IBN
+53.6%
+114.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -0.2% |
| 7D | +3.7% | -5.1% | +8.8% | +7.8% |
| 30D | -14.5% | -3.5% | -11.0% | -12.2% |
| 3M | -10.6% | +11.3% | -21.9% | -18.1% |
| 6M | +65.5% | +4.4% | +61.1% | +59.6% |
| YTD | +67.0% | -1.8% | +68.8% | +68.5% |
| 1Y | +138.6% | -8.0% | +146.6% | +148.1% |
| 3Y | +421.8% | +27.1% | +394.8% | +279.0% |
| All | +168.4% | +53.6% | +114.8% | +56.6% |
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 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