+115.8%
CF vs IBN
+73.9%
+41.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.3% | +2.6% |
| 7D | +4.8% | +15.8% | -11.0% | +4.8% |
| 30D | +9.7% | +25.1% | -15.4% | +9.9% |
| 3M | +1.2% | +16.0% | -14.7% | +1.3% |
| 6M | +7.4% | +32.8% | -25.4% | +7.5% |
| YTD | +60.5% | +18.0% | +42.5% | +61.8% |
| 1Y | +50.7% | +15.9% | +34.9% | +52.3% |
| 3Y | +64.8% | +57.6% | +7.2% | +57.4% |
| 5Y | +115.8% | +74.7% | +41.1% | +109.0% |
| All | +115.8% | +73.9% | +41.9% | +109.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling