+103.2%
CB vs IBN
+68.5%
+34.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -6.0% | -2.9% |
| 7D | +0.2% | +15.1% | -14.8% | -3.5% |
| 30D | +9.1% | +21.6% | -12.6% | +3.4% |
| 3M | +3.4% | +11.2% | -7.8% | +0.4% |
| 6M | +14.1% | +27.8% | -13.7% | +6.5% |
| YTD | +18.0% | +14.7% | +3.3% | +13.3% |
| 1Y | +30.1% | +14.4% | +15.7% | +24.9% |
| 3Y | +71.8% | +52.1% | +19.7% | +48.6% |
| All | +103.2% | +68.5% | +34.7% | +65.2% |
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