+231.7%
CTVA vs IBN
+160.1%
+71.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.6% |
| 7D | +4.9% | +1.4% | +3.5% | +4.5% |
| 30D | +11.9% | -0.3% | +12.2% | +12.0% |
| 3M | +13.7% | +17.1% | -3.4% | +8.4% |
| 6M | +13.1% | +3.4% | +9.7% | +11.6% |
| YTD | +32.0% | +2.5% | +29.4% | +30.3% |
| 1Y | +22.1% | -4.2% | +26.2% | +22.8% |
| 3Y | +77.5% | +32.4% | +45.1% | +59.5% |
| 5Y | +106.3% | +59.2% | +47.1% | +72.5% |
| All | +231.7% | +160.1% | +71.6% | +145.1% |
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