+115.8%
CMS vs IBN
+312.4%
-196.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.8% |
| 7D | +1.2% | -2.2% | +3.4% | +1.5% |
| 30D | -3.2% | -2.3% | -0.9% | -2.9% |
| 3M | -2.2% | +15.9% | -18.1% | -4.1% |
| 6M | -9.4% | +5.6% | -15.0% | -10.2% |
| YTD | +0.7% | -0.1% | +0.8% | +0.4% |
| 1Y | +0.4% | -6.5% | +6.9% | +0.9% |
| 3Y | +35.2% | +29.3% | +5.9% | +29.6% |
| 5Y | +24.1% | +56.6% | -32.4% | +15.3% |
| 10Y | +115.8% | +314.4% | -198.6% | +81.5% |
| All | +115.8% | +312.4% | -196.6% | +81.5% |
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 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