+439.5%
SN vs IBN
+43.0%
+396.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.5% | +0.7% |
| 7D | +7.2% | +15.1% | -7.9% | +0.2% |
| 30D | +20.4% | +21.6% | -1.3% | +9.5% |
| 3M | +23.9% | +11.2% | +12.7% | +17.5% |
| 6M | +93.0% | +27.8% | +65.3% | +70.9% |
| YTD | +99.2% | +14.7% | +84.6% | +83.9% |
| 1Y | +142.6% | +14.4% | +128.2% | +123.7% |
| 3Y | +398.8% | +52.1% | +346.7% | +304.3% |
| All | +439.5% | +43.0% | +396.4% | +375.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling