+7,654.3%
CME vs IBN
+4,221.4%
+3,432.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | +2.7% | +5.7% | -3.0% | +1.0% |
| 30D | +13.5% | +20.5% | -7.0% | +7.5% |
| 3M | +20.9% | +15.2% | +5.7% | +15.9% |
| 6M | +11.5% | +34.5% | -23.0% | +2.1% |
| YTD | +19.5% | +16.4% | +3.1% | +13.4% |
| 1Y | +17.2% | +13.5% | +3.7% | +12.1% |
| 3Y | +65.1% | +55.4% | +9.7% | +41.8% |
| 5Y | +73.1% | +73.1% | 0.0% | +42.0% |
| 10Y | +305.3% | +383.7% | -78.4% | +125.3% |
| All | +7,654.3% | +4,221.4% | +3,432.9% | +2,426.6% |
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