+710.8%
CMS vs IBN
+1,532.9%
-822.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | +0.4% | +1.4% | -1.0% | +0.2% |
| 30D | -3.6% | -0.3% | -3.3% | -3.6% |
| 3M | -1.9% | +17.1% | -19.0% | -4.0% |
| 6M | -11.0% | +3.4% | -14.4% | -11.5% |
| YTD | +0.2% | +2.5% | -2.3% | -0.4% |
| 1Y | -1.3% | -4.2% | +2.8% | -1.1% |
| 3Y | +35.9% | +32.4% | +3.5% | +30.0% |
| 5Y | +23.1% | +59.2% | -36.1% | +14.0% |
| 10Y | +117.9% | +345.7% | -227.8% | +69.7% |
| All | +710.8% | +1,532.9% | -822.1% | +362.9% |
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