+68.0%
CNH vs IBN
+516.4%
-448.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.8% | +4.3% |
| 7D | +23.3% | +1.4% | +21.9% | +22.7% |
| 30D | +33.5% | -0.3% | +33.8% | +33.6% |
| 3M | +32.7% | +17.1% | +15.6% | +25.0% |
| 6M | +22.2% | +3.4% | +18.8% | +20.6% |
| YTD | +57.7% | +2.5% | +55.2% | +56.0% |
| 1Y | +28.0% | -4.2% | +32.1% | +29.4% |
| 3Y | +11.5% | +32.4% | -20.9% | -1.9% |
| 5Y | +11.9% | +59.2% | -47.3% | -9.3% |
| 10Y | +162.8% | +345.7% | -182.9% | +46.1% |
| All | +68.0% | +516.4% | -448.5% | -12.5% |
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