+140.4%
CI vs IBN
+312.4%
-172.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.2% |
| 7D | -2.0% | -2.2% | +0.2% | -1.5% |
| 30D | -1.8% | -2.3% | +0.5% | -1.3% |
| 3M | -4.2% | +15.9% | -20.1% | -7.7% |
| 6M | +2.7% | +5.6% | -2.9% | +1.1% |
| YTD | +1.9% | -0.1% | +2.0% | +1.4% |
| 1Y | -6.3% | -6.5% | +0.3% | -5.2% |
| 3Y | +3.9% | +29.3% | -25.4% | -4.9% |
| 5Y | +41.9% | +56.6% | -14.7% | +21.8% |
| 10Y | +140.4% | +314.4% | -174.0% | +60.0% |
| All | +140.4% | +312.4% | -172.0% | +60.0% |
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 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