+26.8%
IBN vs CLBK
+53.5%
-26.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.5% |
| 7D | -2.2% | +1.1% | -3.3% | -2.3% |
| 30D | -2.3% | +7.8% | -10.1% | -3.3% |
| 3M | +15.9% | +23.9% | -8.0% | +12.5% |
| 6M | +5.6% | +42.3% | -36.7% | +0.6% |
| YTD | -0.1% | +65.4% | -65.5% | -6.4% |
| 1Y | -6.5% | +70.3% | -76.9% | -12.8% |
| All | +26.8% | +53.5% | -26.7% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling