+73.4%
CL vs IBN
+367.6%
-294.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.2% | -6.3% | -2.7% |
| 7D | +1.3% | +15.1% | -13.7% | -0.4% |
| 30D | +11.4% | +21.6% | -10.3% | +8.7% |
| 3M | +4.4% | +11.2% | -6.8% | +3.0% |
| 6M | +10.8% | +27.8% | -17.0% | +7.4% |
| YTD | +25.1% | +14.7% | +10.5% | +22.8% |
| 1Y | +28.0% | +14.4% | +13.6% | +25.6% |
| 3Y | +37.6% | +52.1% | -14.5% | +30.0% |
| 5Y | +39.7% | +70.7% | -31.0% | +29.5% |
| All | +73.4% | +367.6% | -294.2% | +47.6% |
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 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