+162.0%
SO vs IBN
+312.2%
-150.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.5% |
| 7D | 0.0% | -5.1% | +5.1% | +0.8% |
| 30D | -2.5% | -3.5% | +1.0% | -2.0% |
| 3M | -4.2% | +11.3% | -15.5% | -5.9% |
| 6M | -7.7% | +4.4% | -12.1% | -8.5% |
| YTD | +3.8% | -1.8% | +5.6% | +3.7% |
| 1Y | +0.1% | -8.0% | +8.0% | +1.0% |
| 3Y | +44.2% | +27.1% | +17.1% | +36.8% |
| 5Y | +57.9% | +54.5% | +3.4% | +43.4% |
| 10Y | +162.0% | +314.2% | -152.3% | +109.2% |
| All | +162.0% | +312.2% | -150.2% | +109.2% |
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