+196.4%
SO vs IBN
+385.6%
-189.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | +1.4% | +1.9% | -0.5% | +1.1% |
| 30D | +4.7% | +22.1% | -17.4% | +1.3% |
| 3M | +1.7% | +17.1% | -15.4% | -1.0% |
| 6M | +2.2% | +35.5% | -33.4% | -2.9% |
| YTD | +10.0% | +16.8% | -6.8% | +6.8% |
| 1Y | +6.0% | +12.4% | -6.4% | +3.6% |
| 3Y | +54.1% | +58.0% | -3.9% | +40.7% |
| 5Y | +79.6% | +73.7% | +5.9% | +60.0% |
| All | +196.4% | +385.6% | -189.1% | +130.9% |
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