+1,216.3%
CAKE vs IBN
+1,454.8%
-238.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | -5.6% | -5.5% | -0.1% | -4.4% |
| 30D | -10.5% | -3.4% | -7.1% | -9.8% |
| 3M | +43.6% | +8.7% | +35.0% | +40.8% |
| 6M | +63.0% | +3.7% | +59.3% | +61.6% |
| YTD | +102.9% | -2.4% | +105.3% | +103.8% |
| 1Y | +75.6% | -8.1% | +83.7% | +78.7% |
| 3Y | +257.7% | +26.3% | +231.4% | +236.3% |
| 5Y | +156.0% | +54.9% | +101.1% | +129.5% |
| 10Y | +150.5% | +311.8% | -161.3% | +75.9% |
| All | +1,216.3% | +1,454.8% | -238.5% | +507.9% |
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 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