-85.6%
SMR vs IBN
+4.2%
-89.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.8% | -8.2% | -6.3% |
| 7D | -9.5% | +8.9% | -18.4% | -13.7% |
| 30D | -33.2% | +12.6% | -45.9% | -37.7% |
| 3M | -45.9% | +3.1% | -49.0% | -47.1% |
| 6M | -57.9% | +20.6% | -78.5% | -63.4% |
| YTD | -63.8% | +5.8% | -69.6% | -68.4% |
| 1Y | -85.6% | +3.7% | -89.3% | -87.3% |
| All | -85.6% | +4.2% | -89.8% | -87.3% |
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 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