+60.4%
CF vs IBN
+45.2%
+15.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.1% | +2.1% | +6.9% |
| 7D | +0.4% | +11.7% | -11.3% | +2.4% |
| 30D | +2.2% | +16.1% | -13.9% | +5.0% |
| 3M | +2.1% | +7.0% | -4.9% | +3.3% |
| 6M | -6.5% | +26.1% | -32.6% | -2.2% |
| YTD | +55.6% | +10.1% | +45.5% | +61.7% |
| 1Y | +42.3% | +8.0% | +34.3% | +48.1% |
| All | +60.4% | +45.2% | +15.2% | +68.0% |
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