+259.9%
IBN vs CLBK
+65.6%
+194.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -5.5% | -1.4% | -4.1% | -5.1% |
| 30D | -3.4% | +4.5% | -7.9% | -4.6% |
| 3M | +8.7% | +22.8% | -14.1% | +2.7% |
| 6M | +3.7% | +43.4% | -39.7% | -6.1% |
| YTD | -2.4% | +64.1% | -66.5% | -14.9% |
| 1Y | -8.1% | +67.6% | -75.6% | -20.7% |
| 3Y | +26.3% | +53.3% | -26.9% | +8.3% |
| 5Y | +54.9% | +44.8% | +10.1% | +26.4% |
| All | +259.9% | +65.6% | +194.3% | +184.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling