+330.6%
IBN vs CLBK
+60.9%
+269.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +1.9% | +0.9% | +1.0% | +1.6% |
| 30D | +22.1% | +3.4% | +18.7% | +21.0% |
| 3M | +17.1% | -4.3% | +21.4% | +18.4% |
| 6M | +35.5% | +28.4% | +7.2% | +26.4% |
| YTD | +16.8% | +59.4% | -42.6% | +2.5% |
| 1Y | +12.4% | +64.8% | -52.4% | -2.4% |
| 3Y | +58.0% | +50.6% | +7.4% | +36.0% |
| 5Y | +73.7% | +28.3% | +45.4% | +50.1% |
| All | +330.6% | +60.9% | +269.8% | +242.9% |
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