+67.2%
CAH vs IBN
-4.0%
+71.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | +5.4% | +1.4% | +4.0% | +5.1% |
| 30D | +3.3% | -0.3% | +3.7% | +3.4% |
| 3M | +22.8% | +17.1% | +5.7% | +19.4% |
| 6M | +11.3% | +3.4% | +7.9% | +9.4% |
| YTD | +21.1% | +2.5% | +18.6% | +18.9% |
| 1Y | +67.2% | -4.2% | +71.4% | +64.2% |
| All | +67.2% | -4.0% | +71.2% | +64.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling