-70.2%
SMR vs IBN
-8.6%
-61.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.3% |
| 7D | +4.7% | -5.5% | +10.2% | +7.2% |
| 30D | +3.2% | -3.4% | +6.7% | +4.6% |
| 3M | +9.9% | +8.7% | +1.2% | +5.0% |
| 6M | -15.1% | +3.7% | -18.8% | -19.4% |
| YTD | -27.9% | -2.4% | -25.6% | -31.8% |
| 1Y | -70.2% | -8.1% | -62.2% | -72.8% |
| All | -70.2% | -8.6% | -61.6% | -72.8% |
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