+6.1%
CRBG vs IBN
-4.0%
+10.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +5.7% | +1.4% | +4.3% | +5.1% |
| 30D | +2.6% | -0.3% | +2.9% | +2.8% |
| 3M | +31.6% | +17.1% | +14.5% | +23.3% |
| 6M | +32.8% | +3.4% | +29.4% | +27.2% |
| YTD | +16.5% | +2.5% | +13.9% | +12.3% |
| 1Y | +6.1% | -4.2% | +10.2% | +0.2% |
| All | +6.1% | -4.0% | +10.1% | +0.2% |
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