+137.3%
CTVA vs IBN
+196.3%
-59.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | -20.8% | +1.9% | -22.6% | -21.1% |
| 30D | -29.6% | +22.1% | -51.7% | -33.7% |
| 3M | -16.9% | +17.1% | -34.0% | -20.7% |
| 6M | -24.3% | +35.5% | -59.8% | -30.9% |
| YTD | -5.6% | +16.8% | -22.4% | -10.4% |
| 1Y | -4.2% | +12.4% | -16.6% | -7.9% |
| 3Y | +43.3% | +58.0% | -14.8% | +22.1% |
| 5Y | +35.7% | +73.7% | -38.0% | +11.0% |
| All | +137.3% | +196.3% | -59.0% | +68.6% |
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