+51.5%
CART vs IBN
+30.0%
+21.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.1% |
| 7D | +1.0% | +1.4% | -0.4% | +0.7% |
| 30D | +12.6% | -0.3% | +12.9% | +12.7% |
| 3M | +23.1% | +17.1% | +6.0% | +17.6% |
| 6M | +39.5% | +3.4% | +36.1% | +38.6% |
| YTD | +13.5% | +2.5% | +11.0% | +13.0% |
| 1Y | +14.9% | -4.2% | +19.0% | +16.8% |
| All | +51.5% | +30.0% | +21.5% | +34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling