+398.8%
SN vs IBN
+51.2%
+347.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.5% | +0.9% |
| 7D | +7.2% | +15.1% | -7.9% | +0.7% |
| 30D | +20.4% | +21.6% | -1.3% | +10.4% |
| 3M | +23.9% | +11.2% | +12.7% | +18.0% |
| 6M | +93.0% | +27.8% | +65.3% | +72.7% |
| YTD | +99.2% | +14.7% | +84.6% | +84.6% |
| 1Y | +142.6% | +14.4% | +128.2% | +124.6% |
| 3Y | +398.8% | +52.1% | +346.7% | +361.6% |
| All | +398.8% | +51.2% | +347.6% | +361.6% |
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