+322.0%
CMG vs IBN
+324.2%
-2.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.3% |
| 7D | -2.1% | -3.0% | +0.9% | -1.3% |
| 30D | +10.9% | -1.5% | +12.4% | +11.3% |
| 3M | +15.8% | +7.9% | +7.9% | +13.6% |
| 6M | +6.9% | +8.6% | -1.7% | +4.7% |
| YTD | -2.2% | -0.6% | -1.6% | -2.2% |
| 1Y | -7.1% | -7.3% | +0.2% | -5.6% |
| 3Y | -7.1% | +26.2% | -33.3% | -13.2% |
| 5Y | -4.8% | +57.8% | -62.6% | -15.9% |
| All | +322.0% | +324.2% | -2.2% | +234.7% |
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