+20.3%
SM vs IBN
+312.2%
-291.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.5% |
| 7D | -0.2% | -5.1% | +4.9% | +2.6% |
| 30D | +20.3% | -3.5% | +23.8% | +22.4% |
| 3M | +22.9% | +11.3% | +11.6% | +14.7% |
| 6M | +47.8% | +4.4% | +43.4% | +40.5% |
| YTD | +107.5% | -1.8% | +109.3% | +103.0% |
| 1Y | +51.7% | -8.0% | +59.7% | +53.6% |
| 3Y | -0.9% | +27.1% | -27.9% | -20.7% |
| 5Y | +112.2% | +54.5% | +57.8% | +46.9% |
| 10Y | +20.3% | +314.2% | -293.9% | -44.1% |
| All | +20.3% | +312.2% | -291.9% | -44.1% |
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