+235.6%
CAPR vs IBN
+57.3%
+178.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.4% | -7.3% | -7.1% |
| 7D | +5.9% | +1.9% | +4.0% | +5.0% |
| 30D | +44.6% | +22.1% | +22.5% | +33.1% |
| 3M | +126.4% | +17.1% | +109.3% | +111.7% |
| 6M | -68.6% | +35.5% | -104.1% | -73.0% |
| YTD | -67.0% | +16.8% | -83.8% | -69.7% |
| 1Y | +65.2% | +12.4% | +52.8% | +53.9% |
| 3Y | +235.6% | +58.0% | +177.5% | +179.6% |
| All | +235.6% | +57.3% | +178.2% | +179.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling