-10.3%
IBN vs CAI
-11.0%
+0.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -5.5% | -5.1% | -0.4% | -5.2% |
| 30D | -3.4% | +3.9% | -7.3% | -3.6% |
| 3M | +8.7% | +40.1% | -31.4% | +6.5% |
| 6M | +3.7% | +29.7% | -26.0% | +1.6% |
| YTD | -2.4% | -10.9% | +8.5% | -4.6% |
| 1Y | -8.1% | -28.0% | +19.9% | -10.6% |
| All | -10.3% | -11.0% | +0.6% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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