+74.7%
CART vs IBN
+49.1%
+25.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -0.6% | +11.1% | -11.7% | -3.6% |
| 30D | +23.1% | +23.9% | -0.8% | +15.4% |
| 3M | +19.2% | +16.3% | +2.9% | +13.9% |
| 6M | +45.7% | +34.2% | +11.5% | +33.5% |
| YTD | +30.9% | +17.6% | +13.3% | +25.0% |
| 1Y | +50.2% | +13.8% | +36.3% | +45.1% |
| 3Y | +133.5% | +57.0% | +76.5% | +91.4% |
| All | +74.7% | +49.1% | +25.6% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling