+4,100.0%
CMG vs IBN
+563.4%
+3,536.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.7% |
| 7D | -1.5% | -2.2% | +0.7% | -0.9% |
| 30D | +12.7% | -2.3% | +15.0% | +13.4% |
| 3M | +26.3% | +15.9% | +10.4% | +21.5% |
| 6M | +4.5% | +5.6% | -1.1% | +3.0% |
| YTD | -0.1% | -0.1% | 0.0% | -0.3% |
| 1Y | -6.8% | -6.5% | -0.2% | -5.4% |
| 3Y | -5.0% | +29.3% | -34.3% | -12.0% |
| 5Y | -3.0% | +56.6% | -59.6% | -14.7% |
| 10Y | +323.6% | +314.4% | +9.2% | +172.1% |
| All | +4,100.0% | +563.4% | +3,536.6% | +1,762.6% |
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