+105.9%
CTVA vs IBN
+53.6%
+52.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.9% |
| 7D | -5.8% | -5.1% | -0.7% | -4.5% |
| 30D | +11.1% | -3.5% | +14.6% | +12.1% |
| 3M | +13.2% | +11.3% | +1.9% | +10.0% |
| 6M | +8.7% | +4.4% | +4.3% | +7.2% |
| YTD | +27.3% | -1.8% | +29.1% | +27.5% |
| 1Y | +18.0% | -8.0% | +26.0% | +20.3% |
| 3Y | +76.5% | +27.1% | +49.4% | +60.9% |
| All | +105.9% | +53.6% | +52.2% | +72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling