+237.0%
CFG vs IBN
+368.7%
-131.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.3% | +2.2% |
| 7D | +0.3% | +14.6% | -14.3% | -6.2% |
| 30D | +3.2% | +23.5% | -20.3% | -7.0% |
| 3M | -9.7% | +14.0% | -23.7% | -15.5% |
| 6M | +3.6% | +31.1% | -27.5% | -9.4% |
| YTD | +14.7% | +16.6% | -1.9% | +5.8% |
| 1Y | +29.6% | +14.9% | +14.7% | +20.2% |
| 3Y | +190.6% | +56.9% | +133.7% | +126.5% |
| 5Y | +67.1% | +69.7% | -2.6% | +25.0% |
| 10Y | +237.0% | +365.4% | -128.4% | +69.0% |
| All | +237.0% | +368.7% | -131.6% | +69.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling