+66.2%
CART vs IBN
+14.0%
+52.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | +0.1% |
| 7D | +3.0% | +15.1% | -12.1% | +1.2% |
| 30D | +28.6% | +21.6% | +6.9% | +25.1% |
| 3M | +29.1% | +11.2% | +17.9% | +26.8% |
| 6M | +44.7% | +27.8% | +17.0% | +42.1% |
| YTD | +29.2% | +14.7% | +14.5% | +31.3% |
| 1Y | +66.2% | +14.4% | +51.7% | +68.7% |
| All | +66.2% | +14.0% | +52.2% | +68.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling