-3.6%
SMR vs IBN
+64.5%
-68.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | +4.4% | +1.4% | +3.0% | +3.7% |
| 30D | +3.4% | -0.3% | +3.7% | +3.6% |
| 3M | -19.2% | +17.1% | -36.3% | -25.7% |
| 6M | -22.6% | +3.4% | -26.0% | -24.2% |
| YTD | -31.5% | +2.5% | -34.1% | -32.9% |
| 1Y | -73.1% | -4.2% | -68.9% | -72.9% |
| 3Y | +55.0% | +32.4% | +22.6% | +35.9% |
| All | -3.6% | +64.5% | -68.1% | -19.5% |
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 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