+180.2%
CAH vs IBN
+25.8%
+154.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.1% |
| 7D | -2.2% | -5.1% | +2.9% | -1.4% |
| 30D | +1.2% | -3.5% | +4.7% | +1.8% |
| 3M | +13.1% | +11.3% | +1.8% | +11.3% |
| 6M | +8.5% | +4.4% | +4.0% | +7.6% |
| YTD | +17.6% | -1.8% | +19.4% | +17.4% |
| 1Y | +60.7% | -8.0% | +68.6% | +61.5% |
| All | +180.2% | +25.8% | +154.3% | +173.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling