+106.9%
SPG vs IBN
+56.7%
+50.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +2.2% |
| 7D | 0.0% | -2.2% | +2.2% | +0.9% |
| 30D | -4.9% | -2.3% | -2.7% | -4.2% |
| 3M | +3.3% | +15.9% | -12.6% | -2.9% |
| 6M | +11.2% | +5.6% | +5.6% | +8.4% |
| YTD | +17.1% | -0.1% | +17.1% | +16.3% |
| 1Y | +21.6% | -6.5% | +28.1% | +23.9% |
| 3Y | +111.9% | +29.3% | +82.6% | +81.7% |
| 5Y | +106.9% | +56.6% | +50.4% | +54.2% |
| All | +106.9% | +56.7% | +50.2% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling