+4,981.1%
CF vs IBN
+743.6%
+4,237.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.8% | -8.1% | -5.7% |
| 7D | -6.9% | +8.9% | -15.8% | -9.6% |
| 30D | -3.7% | +12.6% | -16.4% | -7.7% |
| 3M | -5.0% | +3.1% | -8.0% | -6.2% |
| 6M | -10.5% | +20.6% | -31.1% | -16.7% |
| YTD | +46.5% | +5.8% | +40.7% | +40.8% |
| 1Y | +34.8% | +3.7% | +31.2% | +30.5% |
| 3Y | +46.7% | +40.3% | +6.4% | +24.8% |
| 5Y | +112.0% | +58.0% | +54.0% | +69.3% |
| 10Y | +529.7% | +347.9% | +181.8% | +215.6% |
| All | +4,981.1% | +743.6% | +4,237.5% | +1,443.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling