+1,368.0%
CI vs IBN
+1,726.4%
-358.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.8% | -3.5% |
| 7D | -1.6% | +15.1% | -16.6% | -4.5% |
| 30D | +5.4% | +21.6% | -16.2% | +1.1% |
| 3M | +7.3% | +11.2% | -3.9% | +4.8% |
| 6M | +5.3% | +27.8% | -22.5% | -0.2% |
| YTD | +8.5% | +14.7% | -6.2% | +4.9% |
| 1Y | +17.1% | +14.4% | +2.7% | +13.3% |
| 3Y | +1.4% | +52.1% | -50.7% | -8.7% |
| 5Y | +50.5% | +70.7% | -20.2% | +31.0% |
| 10Y | +168.5% | +385.5% | -217.0% | +79.5% |
| All | +1,368.0% | +1,726.4% | -358.4% | +631.8% |
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