+81.5%
SPG vs IBN
+70.2%
+11.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.4% | +1.3% |
| 7D | +5.1% | +14.6% | -9.5% | -0.9% |
| 30D | +16.8% | +23.5% | -6.7% | +6.8% |
| 3M | +5.7% | +14.0% | -8.3% | -0.3% |
| 6M | +17.8% | +31.1% | -13.3% | +4.6% |
| YTD | +30.1% | +16.6% | +13.5% | +21.0% |
| 1Y | +32.8% | +14.9% | +17.9% | +24.2% |
| 3Y | +137.2% | +56.9% | +80.3% | +83.8% |
| 5Y | +81.5% | +69.7% | +11.8% | +27.9% |
| All | +81.5% | +70.2% | +11.2% | +27.9% |
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