+73.5%
CART vs IBN
+47.8%
+25.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.1% |
| 7D | +1.5% | +14.6% | -13.1% | -2.5% |
| 30D | +22.4% | +23.5% | -1.1% | +14.8% |
| 3M | +16.5% | +14.0% | +2.5% | +12.0% |
| 6M | +44.9% | +31.1% | +13.7% | +33.6% |
| YTD | +30.0% | +16.6% | +13.4% | +24.4% |
| 1Y | +59.1% | +14.9% | +44.2% | +53.0% |
| 3Y | +138.8% | +56.9% | +81.9% | +94.4% |
| All | +73.5% | +47.8% | +25.7% | +48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling