+51.7%
SM vs IBN
-8.0%
+59.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | -0.6% |
| 7D | -0.2% | -5.1% | +4.9% | -3.7% |
| 30D | +20.3% | -3.5% | +23.8% | +17.5% |
| 3M | +22.9% | +11.3% | +11.6% | +32.2% |
| 6M | +47.8% | +4.4% | +43.4% | +57.9% |
| YTD | +107.5% | -1.8% | +109.3% | +119.6% |
| 1Y | +51.7% | -8.0% | +59.7% | +61.7% |
| All | +51.7% | -8.0% | +59.7% | +61.7% |
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 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