-8.1%
IBN vs CLBK
+66.6%
-74.7%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -5.5% | -1.4% | -4.1% | -5.3% |
| 30D | -3.4% | +4.5% | -7.9% | -4.1% |
| 3M | +8.7% | +22.8% | -14.1% | +5.2% |
| 6M | +3.7% | +43.4% | -39.7% | -2.0% |
| YTD | -2.4% | +64.1% | -66.5% | -7.9% |
| 1Y | -8.1% | +67.6% | -75.6% | -12.5% |
| All | -8.1% | +66.6% | -74.7% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling