+2,406.8%
SU vs IBN
+1,491.4%
+915.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.4% | +1.5% |
| 7D | -1.0% | -2.2% | +1.2% | -0.4% |
| 30D | +13.7% | -2.3% | +16.0% | +14.3% |
| 3M | +8.0% | +15.9% | -7.8% | +3.5% |
| 6M | +21.0% | +5.6% | +15.4% | +18.3% |
| YTD | +56.2% | -0.1% | +56.3% | +54.7% |
| 1Y | +72.2% | -6.5% | +78.7% | +73.4% |
| 3Y | +118.1% | +29.3% | +88.8% | +98.7% |
| 5Y | +350.3% | +56.6% | +293.8% | +285.0% |
| 10Y | +248.5% | +314.4% | -65.9% | +122.2% |
| All | +2,406.8% | +1,491.4% | +915.4% | +1,050.7% |
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