+6.0%
SO vs IBN
+12.1%
-6.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | +1.4% | +1.9% | -0.5% | +1.3% |
| 30D | +4.7% | +22.1% | -17.4% | +4.2% |
| 3M | +1.7% | +17.1% | -15.4% | +1.1% |
| 6M | +2.2% | +35.5% | -33.4% | +1.7% |
| YTD | +10.0% | +16.8% | -6.8% | +6.6% |
| 1Y | +6.0% | +12.4% | -6.4% | +5.3% |
| All | +6.0% | +12.1% | -6.1% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling