+254.8%
SPOT vs IBN
+269.3%
-14.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -1.7% |
| 7D | -2.9% | -2.2% | -0.7% | -2.1% |
| 30D | +8.3% | -2.3% | +10.6% | +9.2% |
| 3M | +5.1% | +15.9% | -10.8% | -0.1% |
| 6M | -6.5% | +5.6% | -12.1% | -8.3% |
| YTD | -9.0% | -0.1% | -8.9% | -9.4% |
| 1Y | -26.4% | -6.5% | -19.9% | -25.2% |
| 3Y | +240.0% | +29.3% | +210.7% | +207.1% |
| 5Y | +111.7% | +56.6% | +55.2% | +81.0% |
| All | +254.8% | +269.3% | -14.5% | +150.2% |
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 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