+53.4%
CL vs IBN
+312.4%
-259.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.1% |
| 7D | -1.4% | -2.2% | +0.8% | -1.1% |
| 30D | -5.2% | -2.3% | -2.9% | -5.0% |
| 3M | +3.3% | +15.9% | -12.6% | +1.5% |
| 6M | -4.4% | +5.6% | -10.0% | -5.1% |
| YTD | +13.9% | -0.1% | +14.0% | +13.7% |
| 1Y | +7.6% | -6.5% | +14.2% | +8.2% |
| 3Y | +29.6% | +29.3% | +0.3% | +24.9% |
| 5Y | +28.1% | +56.6% | -28.5% | +20.0% |
| 10Y | +53.4% | +314.4% | -261.0% | +33.5% |
| All | +53.4% | +312.4% | -259.0% | +33.5% |
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