+4,437.5%
SITM vs IBN
+122.0%
+4,315.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -0.4% |
| 7D | +3.7% | -5.1% | +8.8% | +7.2% |
| 30D | -14.5% | -3.5% | -11.0% | -12.6% |
| 3M | -10.6% | +11.3% | -21.9% | -16.9% |
| 6M | +65.5% | +4.4% | +61.1% | +60.8% |
| YTD | +67.0% | -1.8% | +68.8% | +68.8% |
| 1Y | +138.6% | -8.0% | +146.6% | +147.5% |
| 3Y | +421.8% | +27.1% | +394.8% | +322.9% |
| 5Y | +172.4% | +54.5% | +117.9% | +97.9% |
| All | +4,437.5% | +122.0% | +4,315.4% | +3,501.4% |
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