+132.3%
CMS vs IBN
+368.7%
-236.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | +0.3% |
| 7D | -0.9% | +14.6% | -15.5% | -2.7% |
| 30D | +7.1% | +23.5% | -16.5% | +4.1% |
| 3M | -1.3% | +14.0% | -15.3% | -3.0% |
| 6M | -2.7% | +31.1% | -33.8% | -6.2% |
| YTD | +2.6% | +16.6% | -14.0% | +0.3% |
| 1Y | -2.0% | +14.9% | -16.9% | -4.1% |
| 3Y | +39.6% | +56.9% | -17.3% | +30.3% |
| 5Y | +35.3% | +69.7% | -34.3% | +24.3% |
| 10Y | +132.3% | +365.4% | -233.0% | +91.6% |
| All | +132.3% | +368.7% | -236.3% | +91.6% |
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 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