+63.7%
SPG vs IBN
+312.2%
-248.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -1.7% |
| 7D | -1.7% | -5.1% | +3.4% | +0.4% |
| 30D | -6.3% | -3.5% | -2.7% | -5.0% |
| 3M | -2.4% | +11.3% | -13.7% | -6.8% |
| 6M | +9.6% | +4.4% | +5.2% | +7.3% |
| YTD | +14.2% | -1.8% | +16.0% | +14.4% |
| 1Y | +19.3% | -8.0% | +27.3% | +22.4% |
| 3Y | +106.7% | +27.1% | +79.6% | +82.3% |
| 5Y | +104.2% | +54.5% | +49.7% | +63.9% |
| 10Y | +63.7% | +314.2% | -250.5% | +2.6% |
| All | +63.7% | +312.2% | -248.5% | +2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling