+39.4%
CFG vs IBN
-6.3%
+45.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.2% |
| 7D | +2.7% | -2.2% | +4.9% | +3.5% |
| 30D | -3.7% | -2.3% | -1.4% | -2.9% |
| 3M | +9.5% | +15.9% | -6.4% | +3.8% |
| 6M | +22.2% | +5.6% | +16.7% | +18.2% |
| YTD | +22.3% | -0.1% | +22.4% | +19.8% |
| 1Y | +39.4% | -6.5% | +46.0% | +35.1% |
| All | +39.4% | -6.3% | +45.8% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling