+6,781.2%
CME vs IBN
+3,707.4%
+3,073.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.1% |
| 7D | -1.6% | +1.4% | -3.0% | -2.0% |
| 30D | +6.2% | -0.3% | +6.6% | +6.3% |
| 3M | +10.4% | +17.1% | -6.7% | +5.3% |
| 6M | -9.5% | +3.4% | -12.9% | -10.9% |
| YTD | +6.0% | +2.5% | +3.5% | +4.5% |
| 1Y | +9.3% | -4.2% | +13.4% | +9.6% |
| 3Y | +57.7% | +32.4% | +25.3% | +41.8% |
| 5Y | +77.7% | +59.2% | +18.5% | +49.0% |
| 10Y | +281.2% | +345.7% | -64.4% | +115.8% |
| All | +6,781.2% | +3,707.4% | +3,073.8% | +2,227.0% |
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