+185.8%
CGNX vs IBN
+324.2%
-138.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.9% | +2.2% | +3.4% |
| 7D | +3.2% | -3.0% | +6.2% | +4.3% |
| 30D | +6.0% | -1.5% | +7.5% | +6.6% |
| 3M | +3.5% | +7.9% | -4.4% | +0.6% |
| 6M | +26.3% | +8.6% | +17.7% | +22.4% |
| YTD | +79.2% | -0.6% | +79.8% | +79.3% |
| 1Y | +43.8% | -7.3% | +51.1% | +47.0% |
| 3Y | +52.0% | +26.2% | +25.7% | +37.5% |
| 5Y | -24.0% | +57.8% | -81.9% | -36.7% |
| All | +185.8% | +324.2% | -138.4% | +73.9% |
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