+9.2%
CNH vs IBN
+51.2%
-42.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.2% | -1.4% | +1.5% |
| 7D | -1.7% | +15.1% | -16.8% | -5.8% |
| 30D | -7.2% | +21.6% | -28.9% | -12.6% |
| 3M | +6.5% | +11.2% | -4.6% | +3.1% |
| 6M | +7.9% | +27.8% | -19.9% | +0.4% |
| YTD | +26.6% | +14.7% | +11.9% | +20.5% |
| 1Y | +13.8% | +14.4% | -0.7% | +8.3% |
| 3Y | +9.2% | +52.1% | -42.9% | -2.4% |
| All | +9.2% | +51.2% | -42.0% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling