+481.0%
CF vs IBN
+364.2%
+116.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.3% | +2.3% |
| 7D | +4.8% | +15.8% | -11.0% | +1.1% |
| 30D | +9.7% | +25.1% | -15.4% | +3.8% |
| 3M | +1.2% | +16.0% | -14.7% | -2.5% |
| 6M | +7.4% | +32.8% | -25.4% | -0.3% |
| YTD | +60.5% | +18.0% | +42.5% | +52.3% |
| 1Y | +50.7% | +15.9% | +34.9% | +43.7% |
| 3Y | +64.8% | +57.6% | +7.2% | +40.7% |
| 5Y | +115.8% | +74.7% | +41.1% | +75.8% |
| 10Y | +481.0% | +373.9% | +107.1% | +244.7% |
| All | +481.0% | +364.2% | +116.9% | +244.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling