-64.7%
CAPR vs IBN
+368.7%
-433.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.7% | +7.8% | +8.6% |
| 7D | +36.0% | +14.6% | +21.4% | +27.3% |
| 30D | +25.8% | +23.5% | +2.3% | +13.6% |
| 3M | +140.8% | +14.0% | +126.8% | +126.0% |
| 6M | -67.6% | +31.1% | -98.7% | -72.2% |
| YTD | -65.9% | +16.6% | -82.4% | -68.9% |
| 1Y | +66.1% | +14.9% | +51.2% | +52.4% |
| 3Y | +256.9% | +56.9% | +200.0% | +176.1% |
| 5Y | +172.1% | +69.7% | +102.4% | +97.2% |
| 10Y | -64.7% | +365.4% | -430.1% | -84.5% |
| All | -64.7% | +368.7% | -433.3% | -84.5% |
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