+77.2%
CAPR vs IBN
+14.7%
+62.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.7% | +7.8% | +8.3% |
| 7D | +36.0% | +14.6% | +21.4% | +24.4% |
| 30D | +25.8% | +23.5% | +2.3% | +10.1% |
| 3M | +140.8% | +14.0% | +126.8% | +121.1% |
| 6M | -67.6% | +31.1% | -98.7% | -74.7% |
| YTD | -65.9% | +16.6% | -82.4% | -69.5% |
| All | +77.2% | +14.7% | +62.4% | +81.1% |
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