+455.0%
CL vs IBN
+1,532.9%
-1,077.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.4% |
| 7D | -2.2% | +1.4% | -3.6% | -2.3% |
| 30D | -4.8% | -0.3% | -4.5% | -4.8% |
| 3M | +4.9% | +17.1% | -12.2% | +3.3% |
| 6M | -5.7% | +3.4% | -9.1% | -6.1% |
| YTD | +14.4% | +2.5% | +11.9% | +13.9% |
| 1Y | +8.7% | -4.2% | +12.9% | +9.0% |
| 3Y | +30.0% | +32.4% | -2.4% | +25.8% |
| 5Y | +28.4% | +59.2% | -30.8% | +21.4% |
| 10Y | +50.1% | +345.7% | -295.6% | +25.2% |
| All | +455.0% | +1,532.9% | -1,077.9% | +308.9% |
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