+3,038.3%
CLS vs IBN
+312.2%
+2,726.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.8% |
| 7D | +20.1% | -5.1% | +25.2% | +22.6% |
| 30D | +6.0% | -3.5% | +9.6% | +7.4% |
| 3M | -10.3% | +11.3% | -21.6% | -14.6% |
| 6M | +24.5% | +4.4% | +20.1% | +21.9% |
| YTD | +12.9% | -1.8% | +14.7% | +13.1% |
| 1Y | +36.7% | -8.0% | +44.7% | +40.3% |
| 3Y | +1,328.1% | +27.1% | +1,301.0% | +1,169.9% |
| 5Y | +3,682.3% | +54.5% | +3,627.8% | +2,975.2% |
| 10Y | +3,038.3% | +314.2% | +2,724.1% | +1,788.4% |
| All | +3,038.3% | +312.2% | +2,726.1% | +1,788.4% |
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