-37.2%
CAG vs IBB
+125.2%
-162.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.4% |
| 7D | -5.9% | -5.2% | -0.7% | -4.8% |
| 30D | -1.5% | +1.5% | -3.0% | -1.9% |
| 3M | +11.5% | +22.1% | -10.7% | +6.7% |
| 6M | -15.7% | +17.7% | -33.4% | -18.8% |
| YTD | -10.2% | +20.2% | -30.4% | -14.0% |
| 1Y | -18.1% | +44.4% | -62.5% | -24.7% |
| 3Y | -39.4% | +61.1% | -100.5% | -46.0% |
| 5Y | -42.6% | +18.5% | -61.1% | -45.8% |
| All | -37.2% | +125.2% | -162.4% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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