+3,151.6%
CB vs IBN
+1,756.6%
+1,395.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.8% |
| 7D | -1.5% | +14.6% | -16.1% | -4.2% |
| 30D | +6.5% | +23.5% | -17.0% | +2.1% |
| 3M | +4.1% | +14.0% | -9.9% | +1.3% |
| 6M | +14.4% | +31.1% | -16.7% | +8.2% |
| YTD | +17.5% | +16.6% | +0.9% | +13.5% |
| 1Y | +27.5% | +14.9% | +12.6% | +23.5% |
| 3Y | +71.6% | +56.9% | +14.7% | +55.2% |
| 5Y | +100.6% | +69.7% | +31.0% | +77.6% |
| 10Y | +243.0% | +365.4% | -122.4% | +139.8% |
| All | +3,151.6% | +1,756.6% | +1,395.1% | +1,418.6% |
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