+47.4%
CI vs IBN
+58.3%
-11.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -1.9% | -0.4% |
| 7D | -0.1% | -3.0% | +2.9% | +0.4% |
| 30D | +1.8% | -1.5% | +3.3% | +2.0% |
| 3M | -4.2% | +7.9% | -12.2% | -5.5% |
| 6M | +8.8% | +8.6% | +0.2% | +7.2% |
| YTD | +3.7% | -0.6% | +4.3% | +3.5% |
| 1Y | -6.1% | -7.3% | +1.2% | -5.3% |
| 3Y | +4.5% | +26.2% | -21.7% | -2.4% |
| All | +47.4% | +58.3% | -11.0% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling