+278.0%
IBN vs CLBK
+67.9%
+210.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.4% | +1.2% | +0.2% | +1.1% |
| 30D | -0.3% | +9.1% | -9.5% | -2.7% |
| 3M | +17.1% | +27.7% | -10.6% | +9.4% |
| 6M | +3.4% | +40.8% | -37.4% | -6.0% |
| YTD | +2.5% | +66.4% | -63.9% | -11.0% |
| 1Y | -4.2% | +72.4% | -76.5% | -18.0% |
| 3Y | +32.4% | +50.7% | -18.3% | +14.2% |
| 5Y | +59.2% | +42.9% | +16.3% | +31.2% |
| All | +278.0% | +67.9% | +210.1% | +197.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling