+23.9%
CNH vs IBN
-8.0%
+31.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +3.0% |
| 7D | +1.8% | -5.1% | +6.9% | +4.4% |
| 30D | +32.6% | -3.5% | +36.2% | +35.0% |
| 3M | +29.4% | +11.3% | +18.1% | +24.3% |
| 6M | +26.0% | +4.4% | +21.5% | +22.5% |
| YTD | +52.2% | -1.8% | +54.0% | +50.5% |
| 1Y | +23.9% | -8.0% | +31.8% | +21.4% |
| All | +23.9% | -8.0% | +31.8% | +21.4% |
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