+5,338.9%
CHD vs IBN
+1,532.9%
+3,806.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -2.7% | +1.4% | -4.1% | -2.8% |
| 30D | -4.6% | -0.3% | -4.3% | -4.6% |
| 3M | +5.0% | +17.1% | -12.1% | +3.5% |
| 6M | -3.2% | +3.4% | -6.6% | -3.6% |
| YTD | +18.6% | +2.5% | +16.1% | +18.2% |
| 1Y | +4.8% | -4.2% | +9.0% | +5.0% |
| 3Y | +6.1% | +32.4% | -26.3% | +2.9% |
| 5Y | +24.0% | +59.2% | -35.2% | +17.5% |
| 10Y | +124.5% | +345.7% | -221.2% | +87.5% |
| All | +5,338.9% | +1,532.9% | +3,806.0% | +3,458.5% |
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