+316.4%
CFG vs IBN
+288.1%
+28.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.2% | -5.1% | -2.8% |
| 7D | -0.9% | +15.1% | -16.0% | -7.0% |
| 30D | +1.1% | +21.6% | -20.6% | -7.6% |
| 3M | -12.0% | +11.2% | -23.2% | -16.3% |
| 6M | -2.2% | +27.8% | -30.0% | -12.6% |
| YTD | +11.4% | +14.7% | -3.3% | +4.2% |
| 1Y | +27.8% | +14.4% | +13.4% | +19.5% |
| 3Y | +173.3% | +52.1% | +121.2% | +120.8% |
| 5Y | +62.4% | +70.7% | -8.3% | +24.6% |
| 10Y | +249.6% | +385.5% | -136.0% | +73.3% |
| All | +316.4% | +288.1% | +28.3% | +113.1% |
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 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