+448.1%
SN vs IBN
+47.2%
+400.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.6% | -1.9% |
| 7D | +7.6% | +15.8% | -8.2% | +0.2% |
| 30D | +22.4% | +25.1% | -2.6% | +9.9% |
| 3M | +21.7% | +16.0% | +5.7% | +13.1% |
| 6M | +102.8% | +32.8% | +70.1% | +76.3% |
| YTD | +102.4% | +18.0% | +84.4% | +84.3% |
| 1Y | +139.0% | +15.9% | +123.1% | +118.6% |
| 3Y | +440.4% | +57.6% | +382.7% | +328.3% |
| All | +448.1% | +47.2% | +400.9% | +376.1% |
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