+1,304.9%
CI vs IBN
+1,532.9%
-228.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | +1.3% | +1.4% | -0.1% | +1.0% |
| 30D | +4.4% | -0.3% | +4.8% | +4.5% |
| 3M | +0.7% | +17.1% | -16.5% | -2.7% |
| 6M | +0.3% | +3.4% | -3.1% | -0.6% |
| YTD | +3.8% | +2.5% | +1.3% | +2.8% |
| 1Y | -5.5% | -4.2% | -1.3% | -5.1% |
| 3Y | +8.1% | +32.4% | -24.3% | +0.2% |
| 5Y | +42.8% | +59.2% | -16.4% | +26.1% |
| 10Y | +143.9% | +345.7% | -201.8% | +65.7% |
| All | +1,304.9% | +1,532.9% | -228.0% | +617.6% |
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