+111.6%
CART vs IBN
+45.2%
+66.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.1% | -6.5% | -3.5% |
| 7D | +1.2% | +11.7% | -10.5% | -1.8% |
| 30D | +27.1% | +16.1% | +11.0% | +22.0% |
| 3M | +27.4% | +7.0% | +20.4% | +24.9% |
| 6M | +32.1% | +26.1% | +6.1% | +24.1% |
| YTD | +28.5% | +10.1% | +18.4% | +25.5% |
| 1Y | +58.8% | +8.0% | +50.8% | +56.1% |
| All | +111.6% | +45.2% | +66.4% | +92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling