+28.5%
CNH vs IBN
+16.2%
+12.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.2% | -5.6% | -5.0% |
| 7D | +4.5% | +15.8% | -11.2% | -3.2% |
| 30D | +7.6% | +25.1% | -17.4% | -4.6% |
| 3M | +17.0% | +16.0% | +1.0% | +8.4% |
| 6M | +12.9% | +32.8% | -19.8% | -2.8% |
| YTD | +34.3% | +18.0% | +16.2% | +22.1% |
| 1Y | +28.5% | +15.9% | +12.7% | +16.5% |
| All | +28.5% | +16.2% | +12.4% | +16.5% |
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 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