+51.4%
CF vs IBN
+12.1%
+39.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.3% |
| 7D | +4.8% | +1.9% | +2.9% | +5.9% |
| 30D | +4.7% | +22.1% | -17.4% | +18.8% |
| 3M | +7.4% | +17.1% | -9.7% | +18.1% |
| 6M | +0.6% | +35.5% | -35.0% | +27.5% |
| YTD | +64.1% | +16.8% | +47.3% | +85.3% |
| 1Y | +51.4% | +12.4% | +39.0% | +72.4% |
| All | +51.4% | +12.1% | +39.3% | +72.4% |
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 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