+114.0%
SM vs IBN
+56.7%
+57.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.5% | +6.2% | +4.3% |
| 7D | -0.2% | -2.2% | +2.0% | +0.4% |
| 30D | +31.5% | -2.3% | +33.8% | +32.2% |
| 3M | +17.3% | +15.9% | +1.5% | +11.9% |
| 6M | +48.5% | +5.6% | +42.9% | +45.0% |
| YTD | +106.3% | -0.1% | +106.3% | +104.8% |
| 1Y | +47.3% | -6.5% | +53.8% | +50.0% |
| 3Y | -1.4% | +29.3% | -30.7% | -16.4% |
| 5Y | +114.0% | +56.6% | +57.5% | +65.4% |
| All | +114.0% | +56.7% | +57.3% | +65.4% |
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 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