-36.9%
CAG vs IBB
+133.2%
-170.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | -1.8% | -1.4% | -0.4% | -1.5% |
| 30D | +9.7% | +6.8% | +2.9% | +7.9% |
| 3M | +0.5% | +9.2% | -8.7% | -1.7% |
| 6M | +8.9% | +28.3% | -19.4% | +2.6% |
| YTD | -8.4% | +29.4% | -37.7% | -14.1% |
| 1Y | -8.3% | +33.2% | -41.5% | -14.7% |
| 3Y | -36.1% | +90.2% | -126.3% | -45.7% |
| 5Y | -40.1% | +44.0% | -84.1% | -46.3% |
| 10Y | -36.9% | +133.1% | -170.0% | -50.6% |
| All | -36.9% | +133.2% | -170.1% | -50.6% |
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