+54.5%
IBN vs CLBK
+41.8%
+12.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.5% |
| 7D | -5.1% | -1.5% | -3.6% | -4.9% |
| 30D | -3.5% | +6.7% | -10.2% | -4.4% |
| 3M | +11.3% | +21.2% | -9.8% | +8.3% |
| 6M | +4.4% | +42.0% | -37.5% | -0.7% |
| YTD | -1.8% | +63.3% | -65.1% | -8.3% |
| 1Y | -8.0% | +65.4% | -73.4% | -14.4% |
| 3Y | +27.1% | +52.5% | -25.4% | +18.0% |
| 5Y | +54.5% | +42.0% | +12.5% | +39.7% |
| All | +54.5% | +41.8% | +12.7% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling