+92.6%
CAPR vs IBN
+61.6%
+31.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | -2.0% | +1.4% | -3.4% | -2.5% |
| 30D | +139.2% | -0.3% | +139.5% | +139.4% |
| 3M | -66.4% | +17.1% | -83.5% | -68.9% |
| 6M | -63.1% | +3.4% | -66.5% | -64.2% |
| YTD | -67.4% | +2.5% | -70.0% | -68.3% |
| 1Y | +58.2% | -4.2% | +62.4% | +57.5% |
| 3Y | +42.2% | +32.4% | +9.8% | +26.6% |
| All | +92.6% | +61.6% | +31.1% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling