+33.3%
CP vs IBN
+14.7%
+18.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.4% | +1.6% |
| 7D | +2.8% | +14.6% | -11.8% | -0.7% |
| 30D | +11.3% | +23.5% | -12.2% | +5.7% |
| 3M | +2.9% | +14.0% | -11.1% | -0.5% |
| 6M | +9.8% | +31.1% | -21.4% | +1.9% |
| YTD | +28.5% | +16.6% | +12.0% | +23.7% |
| All | +33.3% | +14.7% | +18.6% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling