+37.6%
CL vs IBN
+51.2%
-13.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.2% | -6.3% | -2.7% |
| 7D | +1.3% | +15.1% | -13.7% | -0.5% |
| 30D | +11.4% | +21.6% | -10.3% | +8.6% |
| 3M | +4.4% | +11.2% | -6.8% | +2.9% |
| 6M | +10.8% | +27.8% | -17.0% | +7.3% |
| YTD | +25.1% | +14.7% | +10.5% | +22.2% |
| 1Y | +28.0% | +14.4% | +13.6% | +25.0% |
| 3Y | +37.6% | +52.1% | -14.5% | +34.2% |
| All | +37.6% | +51.2% | -13.6% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling