+2,220.1%
SO vs IBN
+1,772.2%
+447.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +0.8% | +11.1% | -10.4% | -0.2% |
| 30D | +7.8% | +23.9% | -16.0% | +5.6% |
| 3M | +2.9% | +16.3% | -13.4% | +1.4% |
| 6M | +2.5% | +34.2% | -31.7% | -0.4% |
| YTD | +10.3% | +17.6% | -7.3% | +8.3% |
| 1Y | +6.4% | +13.8% | -7.5% | +4.8% |
| 3Y | +52.8% | +57.0% | -4.2% | +45.5% |
| 5Y | +78.7% | +75.3% | +3.3% | +67.6% |
| 10Y | +196.3% | +388.7% | -192.4% | +148.2% |
| All | +2,220.1% | +1,772.2% | +447.9% | +1,524.0% |
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