+450.0%
SN vs IBN
+57.3%
+392.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.5% | +2.7% |
| 7D | +1.5% | +1.9% | -0.3% | +0.7% |
| 30D | +21.5% | +22.1% | -0.6% | +11.3% |
| 3M | +20.0% | +17.1% | +2.9% | +11.9% |
| 6M | +119.9% | +35.5% | +84.4% | +92.1% |
| YTD | +102.3% | +16.8% | +85.5% | +86.0% |
| 1Y | +148.0% | +12.4% | +135.6% | +130.3% |
| 3Y | +450.0% | +58.0% | +392.0% | +417.1% |
| All | +450.0% | +57.3% | +392.7% | +417.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling