-77.4%
CAPR vs IBN
+312.4%
-389.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.1% | -2.4% |
| 7D | -9.5% | -2.2% | -7.3% | -8.5% |
| 30D | +121.5% | -2.3% | +123.8% | +124.0% |
| 3M | -65.4% | +15.9% | -81.2% | -68.4% |
| 6M | -67.5% | +5.6% | -73.1% | -68.9% |
| YTD | -68.6% | -0.1% | -68.5% | -69.2% |
| 1Y | +42.7% | -6.5% | +49.2% | +44.2% |
| 3Y | +43.4% | +29.3% | +14.0% | +22.2% |
| 5Y | +86.0% | +56.6% | +29.5% | +40.1% |
| 10Y | -77.4% | +314.4% | -391.8% | -88.7% |
| All | -77.4% | +312.4% | -389.8% | -88.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling