+11.8%
CRM vs IBN
+27.4%
-15.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | +0.1% | +1.6% |
| 7D | -4.4% | -3.0% | -1.4% | -3.9% |
| 30D | +28.1% | -1.5% | +29.6% | +28.4% |
| 3M | +48.8% | +7.9% | +40.9% | +46.6% |
| 6M | +28.3% | +8.6% | +19.6% | +26.2% |
| YTD | -6.0% | -0.6% | -5.5% | -5.6% |
| 1Y | +1.4% | -7.3% | +8.8% | +3.3% |
| 3Y | +11.8% | +26.2% | -14.4% | +6.8% |
| All | +11.8% | +27.4% | -15.6% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling