+1,609.0%
CAH vs IBN
+1,491.4%
+117.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -2.3% |
| 7D | +0.5% | -2.2% | +2.7% | +0.8% |
| 30D | +1.7% | -2.3% | +4.0% | +2.1% |
| 3M | +17.9% | +15.9% | +2.0% | +15.3% |
| 6M | +10.9% | +5.6% | +5.3% | +9.9% |
| YTD | +17.9% | -0.1% | +17.9% | +17.7% |
| 1Y | +61.7% | -6.5% | +68.2% | +62.9% |
| 3Y | +183.7% | +29.3% | +154.4% | +171.1% |
| 5Y | +401.3% | +56.6% | +344.8% | +363.2% |
| 10Y | +293.7% | +314.4% | -20.7% | +207.0% |
| All | +1,609.0% | +1,491.4% | +117.6% | +1,036.0% |
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