+34.8%
CNH vs IBN
+589.5%
-554.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.2% | -1.4% | +1.2% |
| 7D | -1.7% | +15.1% | -16.8% | -6.9% |
| 30D | -7.2% | +21.6% | -28.9% | -14.0% |
| 3M | +6.5% | +11.2% | -4.6% | +2.1% |
| 6M | +7.9% | +27.8% | -19.9% | -2.0% |
| YTD | +26.6% | +14.7% | +11.9% | +19.8% |
| 1Y | +13.8% | +14.4% | -0.7% | +7.6% |
| 3Y | +9.2% | +52.1% | -42.9% | -9.1% |
| 5Y | -15.6% | +70.7% | -86.3% | -33.3% |
| 10Y | +119.2% | +385.5% | -266.3% | +17.6% |
| All | +34.8% | +589.5% | -554.6% | -32.8% |
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