+115.6%
CRBG vs IBN
+31.8%
+83.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.4% | +0.6% |
| 7D | +0.6% | -3.0% | +3.6% | +2.0% |
| 30D | +2.6% | -1.5% | +4.1% | +3.3% |
| 3M | +24.0% | +7.9% | +16.1% | +19.7% |
| 6M | +50.5% | +8.6% | +41.9% | +44.6% |
| YTD | +17.1% | -0.6% | +17.7% | +16.8% |
| 1Y | +5.9% | -7.3% | +13.2% | +8.4% |
| 3Y | +122.7% | +26.2% | +96.5% | +94.8% |
| All | +115.6% | +31.8% | +83.8% | +80.6% |
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