+7.1%
CRM vs IBN
-4.0%
+11.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -2.1% |
| 7D | +1.3% | +1.4% | -0.1% | +1.4% |
| 30D | +34.3% | -0.3% | +34.7% | +34.4% |
| 3M | +37.7% | +17.1% | +20.6% | +40.4% |
| 6M | +34.9% | +3.4% | +31.5% | +36.2% |
| YTD | -1.6% | +2.5% | -4.2% | +0.2% |
| 1Y | +7.1% | -4.2% | +11.3% | +6.3% |
| All | +7.1% | -4.0% | +11.1% | +6.3% |
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