+218.9%
CTVA vs IBN
+147.6%
+71.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -4.7% | -5.5% | +0.8% | -3.1% |
| 30D | +11.1% | -3.4% | +14.5% | +12.2% |
| 3M | +13.7% | +8.7% | +5.0% | +10.9% |
| 6M | +11.2% | +3.7% | +7.5% | +9.5% |
| YTD | +26.9% | -2.4% | +29.3% | +27.1% |
| 1Y | +18.8% | -8.1% | +26.9% | +21.0% |
| 3Y | +75.9% | +26.3% | +49.6% | +60.3% |
| 5Y | +105.2% | +54.9% | +50.3% | +72.9% |
| All | +218.9% | +147.6% | +71.3% | +139.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling