+305.8%
CME vs IBN
+389.8%
-84.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +2.5% | +11.1% | -8.7% | +0.3% |
| 30D | +13.9% | +23.9% | -9.9% | +9.1% |
| 3M | +22.4% | +16.3% | +6.1% | +18.6% |
| 6M | +12.9% | +34.2% | -21.3% | +6.1% |
| YTD | +19.6% | +17.6% | +2.1% | +15.1% |
| 1Y | +17.7% | +13.8% | +3.8% | +14.0% |
| 3Y | +65.3% | +57.0% | +8.3% | +47.4% |
| 5Y | +75.1% | +75.3% | -0.2% | +50.6% |
| 10Y | +305.8% | +388.7% | -82.9% | +179.3% |
| All | +305.8% | +389.8% | -84.1% | +179.3% |
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 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