+461.4%
CGNX vs IBN
+1,454.8%
-993.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +1.5% | -5.5% | +7.0% | +2.9% |
| 30D | -1.8% | -3.4% | +1.6% | -0.9% |
| 3M | +5.3% | +8.7% | -3.4% | +3.0% |
| 6M | +22.3% | +3.7% | +18.6% | +21.2% |
| YTD | +72.2% | -2.4% | +74.6% | +73.2% |
| 1Y | +39.8% | -8.1% | +47.9% | +42.5% |
| 3Y | +44.8% | +26.3% | +18.5% | +35.4% |
| 5Y | -27.0% | +54.9% | -82.0% | -35.2% |
| 10Y | +177.7% | +311.8% | -134.1% | +85.4% |
| All | +461.4% | +1,454.8% | -993.4% | +128.0% |
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 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