-98.0%
CAPR vs IBN
+424.9%
-522.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.2% | +0.5% | +3.7% |
| 7D | +41.1% | +15.1% | +26.0% | +36.8% |
| 30D | +11.1% | +21.6% | -10.5% | +6.5% |
| 3M | +115.3% | +11.2% | +104.1% | +110.5% |
| 6M | -73.8% | +27.8% | -101.6% | -75.4% |
| YTD | -68.8% | +14.7% | -83.5% | -70.0% |
| 1Y | +43.3% | +14.4% | +28.9% | +38.2% |
| 3Y | +214.7% | +52.1% | +162.6% | +184.5% |
| 5Y | +141.3% | +70.7% | +70.6% | +111.3% |
| 10Y | -67.0% | +385.5% | -452.6% | -76.9% |
| All | -98.0% | +424.9% | -522.9% | -99.0% |
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 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