-5.9%
SM vs IBN
+57.3%
-63.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +9.4% | +1.9% | +7.5% | +9.7% |
| 30D | -14.4% | +22.1% | -36.5% | -12.0% |
| 3M | +1.6% | +17.1% | -15.5% | +4.0% |
| 6M | +6.3% | +35.5% | -29.2% | +9.4% |
| YTD | +78.8% | +16.8% | +62.0% | +86.5% |
| 1Y | +83.1% | +12.4% | +70.7% | +92.7% |
| 3Y | -5.9% | +58.0% | -63.9% | -6.3% |
| All | -5.9% | +57.3% | -63.2% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling