+282.5%
CHTR vs IBN
+391.2%
-108.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.7% | -6.4% | -7.8% |
| 7D | -15.8% | -5.1% | -10.7% | -15.0% |
| 30D | -12.7% | -3.5% | -9.1% | -12.1% |
| 3M | -1.1% | +11.3% | -12.4% | -2.9% |
| 6M | -39.9% | +4.4% | -44.3% | -40.3% |
| YTD | -35.9% | -1.8% | -34.1% | -35.7% |
| 1Y | -49.2% | -8.0% | -41.2% | -48.5% |
| 3Y | -68.3% | +27.1% | -95.4% | -69.7% |
| 5Y | -83.0% | +54.5% | -137.4% | -84.3% |
| 10Y | -49.3% | +314.2% | -363.5% | -62.1% |
| All | +282.5% | +391.2% | -108.7% | +169.8% |
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