-97.9%
CAPR vs IBN
+369.3%
-467.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | -2.0% | +1.4% | -3.4% | -2.3% |
| 30D | +139.2% | -0.3% | +139.5% | +139.4% |
| 3M | -66.4% | +17.1% | -83.5% | -67.8% |
| 6M | -63.1% | +3.4% | -66.5% | -63.7% |
| YTD | -67.4% | +2.5% | -70.0% | -67.9% |
| 1Y | +58.2% | -4.2% | +62.4% | +58.3% |
| 3Y | +42.2% | +32.4% | +9.8% | +32.3% |
| 5Y | +87.3% | +59.2% | +28.1% | +66.3% |
| 10Y | -75.3% | +345.7% | -420.9% | -82.3% |
| All | -97.9% | +369.3% | -467.2% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling