+105.2%
CNH vs IBN
+385.6%
-280.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | +3.0% | +1.9% | +1.2% | +2.3% |
| 30D | -0.6% | +22.1% | -22.7% | -8.9% |
| 3M | +14.6% | +17.1% | -2.5% | +6.9% |
| 6M | +11.8% | +35.5% | -23.8% | -2.3% |
| YTD | +30.4% | +16.8% | +13.6% | +21.5% |
| 1Y | +19.1% | +12.4% | +6.7% | +12.7% |
| 3Y | +30.2% | +58.0% | -27.9% | +3.6% |
| 5Y | -17.8% | +73.7% | -91.5% | -38.0% |
| All | +105.2% | +385.6% | -280.3% | +3.1% |
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