+2.9%
CB vs IBN
+3.3%
-0.4%
-7.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | +0.5% | +1.4% | -0.9% | +0.3% |
| 30D | -3.1% | -0.3% | -2.8% | -3.1% |
| 3M | +9.0% | +17.1% | -8.2% | +6.8% |
| 6M | +2.9% | +3.4% | -0.5% | +2.4% |
| All | +2.9% | +3.3% | -0.4% | +2.4% |
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 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