+272.2%
CME vs IBN
+316.4%
-44.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -2.4% | -5.5% | +3.1% | -1.3% |
| 30D | +6.2% | -3.4% | +9.6% | +6.9% |
| 3M | +4.4% | +8.7% | -4.3% | +2.4% |
| 6M | -9.6% | +3.7% | -13.4% | -10.6% |
| YTD | +3.8% | -2.4% | +6.2% | +3.8% |
| 1Y | +9.5% | -8.1% | +17.6% | +10.8% |
| 3Y | +51.9% | +26.3% | +25.6% | +41.8% |
| 5Y | +78.7% | +54.9% | +23.8% | +57.3% |
| All | +272.2% | +316.4% | -44.2% | +166.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling