+47.2%
CAPR vs IBN
+4.2%
+43.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.8% | +4.5% | +5.7% |
| 7D | +43.2% | +8.9% | +34.3% | +36.0% |
| 30D | +14.7% | +12.6% | +2.0% | +6.9% |
| 3M | +113.9% | +3.1% | +110.8% | +109.7% |
| 6M | -73.4% | +20.6% | -94.0% | -78.0% |
| YTD | -69.1% | +5.8% | -74.9% | -70.0% |
| 1Y | +47.2% | +3.7% | +43.5% | +60.1% |
| All | +47.2% | +4.2% | +43.0% | +60.1% |
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 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