-4.2%
CTVA vs IBN
+12.1%
-16.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.6% |
| 7D | -20.8% | +1.9% | -22.6% | -20.8% |
| 30D | -29.6% | +22.1% | -51.7% | -30.9% |
| 3M | -16.9% | +17.1% | -34.0% | -18.2% |
| 6M | -24.3% | +35.5% | -59.8% | -25.1% |
| YTD | -5.6% | +16.8% | -22.4% | -6.1% |
| 1Y | -4.2% | +12.4% | -16.6% | -2.8% |
| All | -4.2% | +12.1% | -16.3% | -2.8% |
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 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