+516.7%
CAH vs IBN
+73.5%
+443.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +3.5% | +1.9% | +1.6% | +3.0% |
| 30D | +13.5% | +22.1% | -8.6% | +8.0% |
| 3M | +21.8% | +17.1% | +4.7% | +17.1% |
| 6M | +51.5% | +35.5% | +16.0% | +40.7% |
| YTD | +38.1% | +16.8% | +21.3% | +32.3% |
| 1Y | +37.7% | +12.4% | +25.3% | +33.1% |
| 3Y | +179.6% | +58.0% | +121.6% | +143.1% |
| All | +516.7% | +73.5% | +443.2% | +411.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling