+5,676.4%
CRM vs IBN
+1,567.1%
+4,109.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.4% |
| 7D | -5.0% | -5.1% | +0.1% | -3.4% |
| 30D | +23.6% | -3.5% | +27.1% | +24.9% |
| 3M | +39.6% | +11.3% | +28.3% | +34.7% |
| 6M | +23.4% | +4.4% | +19.0% | +21.1% |
| YTD | -7.4% | -1.8% | -5.6% | -7.5% |
| 1Y | -2.3% | -8.0% | +5.7% | -0.8% |
| 3Y | +10.5% | +27.1% | -16.6% | +0.3% |
| 5Y | -4.7% | +54.5% | -59.2% | -18.8% |
| 10Y | +234.7% | +314.2% | -79.5% | +92.4% |
| All | +5,676.4% | +1,567.1% | +4,109.3% | +1,648.5% |
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