+16.1%
CB vs IBN
+34.2%
-18.1%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | 0.0% | +5.7% | -5.7% | -0.9% |
| 30D | +7.4% | +20.5% | -13.1% | +3.5% |
| 3M | +8.6% | +15.2% | -6.6% | +5.5% |
| 6M | +16.1% | +34.5% | -18.4% | +11.0% |
| All | +16.1% | +34.2% | -18.1% | +11.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling