+2,183.0%
SO vs IBN
+1,726.4%
+456.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.2% | -5.3% | -1.5% |
| 7D | -1.5% | +15.1% | -16.5% | -2.8% |
| 30D | +8.1% | +21.6% | -13.6% | +6.1% |
| 3M | +0.2% | +11.2% | -11.0% | -0.8% |
| 6M | +0.4% | +27.8% | -27.4% | -2.0% |
| YTD | +8.5% | +14.7% | -6.2% | +6.9% |
| 1Y | +4.9% | +14.4% | -9.5% | +3.4% |
| 3Y | +47.9% | +52.1% | -4.2% | +41.2% |
| 5Y | +75.7% | +70.7% | +5.0% | +65.2% |
| 10Y | +178.0% | +385.5% | -207.5% | +133.0% |
| All | +2,183.0% | +1,726.4% | +456.6% | +1,501.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling