+323.8%
SN vs IBN
+24.6%
+299.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.6% | +2.2% |
| 7D | +0.1% | -2.2% | +2.3% | +1.2% |
| 30D | -5.6% | -2.3% | -3.3% | -4.6% |
| 3M | +48.1% | +15.9% | +32.2% | +37.5% |
| 6M | +57.6% | +5.6% | +52.0% | +52.4% |
| YTD | +56.5% | -0.1% | +56.6% | +54.5% |
| 1Y | +52.6% | -6.5% | +59.1% | +53.7% |
| 3Y | +412.0% | +29.3% | +382.7% | +360.1% |
| All | +323.8% | +24.6% | +299.1% | +299.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling