+2,078.4%
SO vs IBN
+1,532.9%
+545.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | -0.2% | +1.4% | -1.6% | -0.3% |
| 30D | -4.6% | -0.3% | -4.2% | -4.6% |
| 3M | -3.0% | +17.1% | -20.1% | -4.5% |
| 6M | -8.3% | +3.4% | -11.6% | -8.7% |
| YTD | +3.5% | +2.5% | +1.0% | +3.1% |
| 1Y | -0.9% | -4.2% | +3.2% | -0.8% |
| 3Y | +45.4% | +32.4% | +13.0% | +40.7% |
| 5Y | +59.6% | +59.2% | +0.4% | +51.0% |
| 10Y | +156.6% | +345.7% | -189.1% | +116.8% |
| All | +2,078.4% | +1,532.9% | +545.5% | +1,445.2% |
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 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