+34.8%
CF vs IBN
+4.2%
+30.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.8% | -8.1% | -2.0% |
| 7D | -6.9% | +8.9% | -15.8% | -1.6% |
| 30D | -3.7% | +12.6% | -16.4% | +4.2% |
| 3M | -5.0% | +3.1% | -8.0% | -3.7% |
| 6M | -10.5% | +20.6% | -31.1% | +4.7% |
| YTD | +46.5% | +5.8% | +40.7% | +56.5% |
| 1Y | +34.8% | +3.7% | +31.2% | +45.6% |
| All | +34.8% | +4.2% | +30.6% | +45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling