+250.7%
CP vs IBN
+364.2%
-113.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | +2.8% | +15.8% | -13.0% | -1.3% |
| 30D | +11.0% | +25.1% | -14.0% | +4.4% |
| 3M | +3.8% | +16.0% | -12.1% | -0.4% |
| 6M | +9.5% | +32.8% | -23.3% | +1.0% |
| YTD | +28.2% | +18.0% | +10.2% | +21.9% |
| 1Y | +33.0% | +15.9% | +17.1% | +27.0% |
| 3Y | +35.5% | +57.6% | -22.1% | +17.9% |
| 5Y | +25.8% | +74.7% | -48.9% | +5.7% |
| 10Y | +250.7% | +373.9% | -123.2% | +141.1% |
| All | +250.7% | +364.2% | -113.4% | +141.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling