+58.7%
SO vs IBN
+56.7%
+2.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.2% |
| 7D | +1.0% | -2.2% | +3.2% | +1.2% |
| 30D | -3.2% | -2.3% | -0.9% | -3.0% |
| 3M | -1.7% | +15.9% | -17.6% | -3.1% |
| 6M | -7.2% | +5.6% | -12.8% | -7.8% |
| YTD | +4.6% | -0.1% | +4.6% | +4.3% |
| 1Y | +1.2% | -6.5% | +7.7% | +1.7% |
| 3Y | +45.3% | +29.3% | +16.0% | +39.5% |
| 5Y | +58.7% | +56.6% | +2.2% | +50.5% |
| All | +58.7% | +56.7% | +2.0% | +50.5% |
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