+104.3%
SPG vs IBN
+25.8%
+78.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.7% | -3.0% |
| 7D | -2.7% | -5.1% | +2.4% | -1.3% |
| 30D | -7.3% | -3.5% | -3.7% | -6.4% |
| 3M | -3.5% | +11.3% | -14.8% | -6.5% |
| 6M | +8.5% | +4.4% | +4.0% | +6.7% |
| YTD | +13.0% | -1.8% | +14.8% | +12.8% |
| 1Y | +18.0% | -8.0% | +26.0% | +19.7% |
| All | +104.3% | +25.8% | +78.5% | +87.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling