-6.9%
CHYM vs IBN
-11.8%
+4.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.7% | +8.7% | +7.7% |
| 7D | +3.4% | -5.1% | +8.5% | +6.0% |
| 30D | +12.0% | -3.5% | +15.5% | +13.9% |
| 3M | +102.4% | +11.3% | +91.1% | +95.3% |
| 6M | +52.7% | +4.4% | +48.2% | +46.9% |
| YTD | +37.3% | -1.8% | +39.1% | +32.2% |
| 1Y | +42.2% | -8.0% | +50.2% | +32.9% |
| All | -6.9% | -11.8% | +4.9% | -8.6% |
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