+232.4%
CAG vs IBN
+1,491.4%
-1,259.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.2% |
| 7D | -5.3% | -2.2% | -3.1% | -5.1% |
| 30D | +1.0% | -2.3% | +3.3% | +1.2% |
| 3M | +17.4% | +15.9% | +1.5% | +15.9% |
| 6M | -16.8% | +5.6% | -22.4% | -17.2% |
| YTD | -6.8% | -0.1% | -6.7% | -6.9% |
| 1Y | -15.4% | -6.5% | -8.8% | -15.1% |
| 3Y | -37.1% | +29.3% | -66.4% | -38.7% |
| 5Y | -41.3% | +56.6% | -97.8% | -43.9% |
| 10Y | -35.5% | +314.4% | -349.8% | -44.6% |
| All | +232.4% | +1,491.4% | -1,259.0% | +136.9% |
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