+72.5%
CART vs IBN
+45.4%
+27.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | -0.6% |
| 7D | +3.0% | +15.1% | -12.1% | -1.2% |
| 30D | +28.6% | +21.6% | +6.9% | +21.1% |
| 3M | +29.1% | +11.2% | +17.9% | +24.9% |
| 6M | +44.7% | +27.8% | +17.0% | +34.5% |
| YTD | +29.2% | +14.7% | +14.5% | +24.2% |
| 1Y | +66.2% | +14.4% | +51.7% | +59.9% |
| 3Y | +112.8% | +52.1% | +60.7% | +77.1% |
| All | +72.5% | +45.4% | +27.0% | +47.9% |
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