+575.5%
SM vs IBN
+1,532.9%
-957.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.3% |
| 7D | +0.1% | +1.4% | -1.3% | -0.4% |
| 30D | +26.3% | -0.3% | +26.6% | +26.3% |
| 3M | +8.7% | +17.1% | -8.4% | +2.5% |
| 6M | +51.7% | +3.4% | +48.3% | +47.7% |
| YTD | +99.0% | +2.5% | +96.5% | +93.7% |
| 1Y | +34.6% | -4.2% | +38.8% | +33.8% |
| 3Y | -7.8% | +32.4% | -40.1% | -19.2% |
| 5Y | +104.8% | +59.2% | +45.6% | +67.8% |
| 10Y | +7.2% | +345.7% | -338.4% | -35.2% |
| All | +575.5% | +1,532.9% | -957.4% | +167.7% |
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 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