+7,384.4%
CME vs IBN
+4,228.9%
+3,155.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.9% |
| 7D | -0.6% | +14.6% | -15.2% | -4.4% |
| 30D | +8.5% | +23.5% | -15.0% | +2.1% |
| 3M | +16.0% | +14.0% | +2.0% | +11.6% |
| 6M | +9.3% | +31.1% | -21.8% | +0.8% |
| YTD | +15.3% | +16.6% | -1.3% | +9.4% |
| 1Y | +14.4% | +14.9% | -0.5% | +9.0% |
| 3Y | +59.9% | +56.9% | +3.0% | +37.0% |
| 5Y | +69.4% | +69.7% | -0.2% | +39.8% |
| 10Y | +299.5% | +365.4% | -65.9% | +124.7% |
| All | +7,384.4% | +4,228.9% | +3,155.5% | +2,337.5% |
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