+580.6%
CF vs IBN
+321.6%
+259.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.1% |
| 7D | +6.0% | +1.4% | +4.6% | +5.7% |
| 30D | +14.8% | -0.3% | +15.2% | +15.0% |
| 3M | +14.1% | +17.1% | -3.1% | +9.5% |
| 6M | +28.5% | +3.4% | +25.1% | +26.5% |
| YTD | +74.9% | +2.5% | +72.4% | +72.0% |
| 1Y | +61.7% | -4.2% | +65.8% | +61.7% |
| 3Y | +80.3% | +32.4% | +47.9% | +61.3% |
| 5Y | +226.0% | +59.2% | +166.8% | +170.4% |
| All | +580.6% | +321.6% | +259.0% | +310.6% |
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 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