+7.5%
SMR vs IBN
+57.6%
-50.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.4% |
| 7D | +13.1% | -5.1% | +18.2% | +15.9% |
| 30D | +17.8% | -3.5% | +21.3% | +19.6% |
| 3M | +8.1% | +11.3% | -3.2% | +1.9% |
| 6M | -11.1% | +4.4% | -15.5% | -13.2% |
| YTD | -23.7% | -1.8% | -21.9% | -23.7% |
| 1Y | -69.4% | -8.0% | -61.4% | -68.6% |
| 3Y | +82.6% | +27.1% | +55.5% | +63.2% |
| All | +7.5% | +57.6% | -50.1% | -8.5% |
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