+56.4%
CAH vs IBN
-7.6%
+64.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -5.1% | -5.5% | +0.4% | -4.0% |
| 30D | -1.8% | -3.4% | +1.7% | -1.0% |
| 3M | +9.4% | +8.7% | +0.7% | +8.0% |
| 6M | +9.2% | +3.7% | +5.5% | +8.0% |
| YTD | +15.7% | -2.4% | +18.0% | +14.7% |
| All | +56.4% | -7.6% | +64.1% | +53.9% |
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 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