-37.7%
CAG vs IBN
+324.2%
-361.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.8% |
| 7D | -5.7% | -3.0% | -2.7% | -5.5% |
| 30D | -2.4% | -1.5% | -0.9% | -2.3% |
| 3M | +9.8% | +7.9% | +1.9% | +9.1% |
| 6M | -10.8% | +8.6% | -19.5% | -11.5% |
| YTD | -10.8% | -0.6% | -10.3% | -10.9% |
| 1Y | -19.0% | -7.3% | -11.6% | -18.6% |
| 3Y | -39.7% | +26.2% | -65.9% | -40.9% |
| 5Y | -43.0% | +57.8% | -100.8% | -45.3% |
| All | -37.7% | +324.2% | -361.9% | -44.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling