+5,294.5%
CF vs IBN
+777.9%
+4,516.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.1% | +2.1% | +4.8% |
| 7D | +0.4% | +11.7% | -11.3% | -3.3% |
| 30D | +2.2% | +16.1% | -13.9% | -3.0% |
| 3M | +2.1% | +7.0% | -4.9% | -0.4% |
| 6M | -6.5% | +26.1% | -32.6% | -14.3% |
| YTD | +55.6% | +10.1% | +45.5% | +47.5% |
| 1Y | +42.3% | +8.0% | +34.3% | +35.8% |
| 3Y | +55.7% | +46.0% | +9.7% | +30.8% |
| 5Y | +122.4% | +63.9% | +58.6% | +75.5% |
| 10Y | +568.5% | +366.1% | +202.5% | +230.7% |
| All | +5,294.5% | +777.9% | +4,516.7% | +1,517.4% |
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 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