+41.9%
CMI vs IBN
-4.0%
+45.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.0% |
| 7D | -0.7% | +1.4% | -2.1% | -1.1% |
| 30D | -13.4% | -0.3% | -13.1% | -13.4% |
| 3M | -17.0% | +17.1% | -34.1% | -21.1% |
| 6M | -1.6% | +3.4% | -5.0% | -5.3% |
| YTD | +11.0% | +2.5% | +8.5% | +7.1% |
| 1Y | +41.9% | -4.2% | +46.1% | +36.4% |
| All | +41.9% | -4.0% | +45.9% | +36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling