+961.5%
CRH vs IBN
+1,454.8%
-493.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | -4.8% | -5.5% | +0.7% | -3.3% |
| 30D | -13.1% | -3.4% | -9.7% | -12.3% |
| 3M | -12.0% | +8.7% | -20.6% | -13.9% |
| 6M | -16.9% | +3.7% | -20.6% | -17.6% |
| YTD | -29.0% | -2.4% | -26.6% | -28.5% |
| 1Y | -20.3% | -8.1% | -12.2% | -18.7% |
| 3Y | +69.2% | +26.3% | +42.9% | +57.6% |
| 5Y | +94.6% | +54.9% | +39.7% | +71.6% |
| 10Y | +250.3% | +311.8% | -61.5% | +132.6% |
| All | +961.5% | +1,454.8% | -493.3% | +496.9% |
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