+3,589.5%
SPG vs IBN
+1,772.2%
+1,817.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +2.7% | +11.1% | -8.4% | -0.3% |
| 30D | +16.6% | +23.9% | -7.3% | +9.8% |
| 3M | +8.1% | +16.3% | -8.2% | +3.5% |
| 6M | +19.3% | +34.2% | -14.9% | +9.8% |
| YTD | +31.1% | +17.6% | +13.5% | +24.8% |
| 1Y | +32.8% | +13.8% | +18.9% | +27.6% |
| 3Y | +135.8% | +57.0% | +78.8% | +105.2% |
| 5Y | +85.1% | +75.3% | +9.7% | +55.9% |
| 10Y | +115.9% | +388.7% | -272.7% | +34.9% |
| All | +3,589.5% | +1,772.2% | +1,817.3% | +1,502.6% |
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 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