+3,585.2%
SPG vs IBN
+1,779.7%
+1,805.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.3% |
| 7D | +5.6% | +15.8% | -10.2% | +1.3% |
| 30D | +17.6% | +25.1% | -7.5% | +10.5% |
| 3M | +7.5% | +16.0% | -8.5% | +3.0% |
| 6M | +18.5% | +32.8% | -14.2% | +9.4% |
| YTD | +30.9% | +18.0% | +12.9% | +24.6% |
| 1Y | +34.1% | +15.9% | +18.2% | +28.2% |
| 3Y | +135.5% | +57.6% | +77.9% | +104.8% |
| 5Y | +86.5% | +74.7% | +11.8% | +57.3% |
| 10Y | +116.1% | +373.9% | -257.9% | +36.0% |
| All | +3,585.2% | +1,779.7% | +1,805.5% | +1,499.0% |
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