+41.3%
CL vs IBN
+72.7%
-31.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -0.8% | +5.7% | -6.5% | -1.6% |
| 30D | +9.5% | +20.5% | -11.0% | +6.6% |
| 3M | +6.6% | +15.2% | -8.6% | +4.5% |
| 6M | +13.2% | +34.5% | -21.3% | +8.5% |
| YTD | +26.9% | +16.4% | +10.5% | +23.7% |
| 1Y | +27.6% | +13.5% | +14.1% | +24.8% |
| 3Y | +39.1% | +55.4% | -16.3% | +29.9% |
| 5Y | +41.3% | +73.1% | -31.8% | +28.3% |
| All | +41.3% | +72.7% | -31.4% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling