+59.1%
CF vs IBN
+56.2%
+3.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | +0.2% |
| 7D | -0.9% | +14.6% | -15.5% | +1.5% |
| 30D | +6.9% | +23.5% | -16.6% | +11.1% |
| 3M | +4.8% | +14.0% | -9.1% | +7.3% |
| 6M | +4.7% | +31.1% | -26.5% | +10.2% |
| YTD | +56.5% | +16.6% | +39.9% | +64.3% |
| 1Y | +48.4% | +14.9% | +33.5% | +55.9% |
| 3Y | +59.1% | +56.9% | +2.3% | +69.5% |
| All | +59.1% | +56.2% | +3.0% | +69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling