+43.0%
CNH vs IBN
+609.6%
-566.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.2% | -5.6% | -4.8% |
| 7D | +4.5% | +15.8% | -11.2% | -1.2% |
| 30D | +7.6% | +25.1% | -17.4% | -1.2% |
| 3M | +17.0% | +16.0% | +1.0% | +10.4% |
| 6M | +12.9% | +32.8% | -19.8% | +1.1% |
| YTD | +34.3% | +18.0% | +16.2% | +25.7% |
| 1Y | +28.5% | +15.9% | +12.7% | +21.1% |
| 3Y | +31.9% | +57.6% | -25.8% | +8.3% |
| 5Y | -9.6% | +74.7% | -84.3% | -29.2% |
| 10Y | +106.3% | +373.9% | -267.7% | +11.1% |
| All | +43.0% | +609.6% | -566.6% | -29.5% |
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 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