-16.0%
CAG vs IBB
+44.4%
-60.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -6.6% | -3.9% | -2.7% | -6.4% |
| 30D | +2.3% | +2.7% | -0.4% | +2.2% |
| 3M | +16.3% | +21.4% | -5.0% | +15.3% |
| 6M | -16.0% | +20.1% | -36.1% | -16.5% |
| YTD | -7.7% | +21.9% | -29.6% | -8.7% |
| 1Y | -16.0% | +44.1% | -60.2% | -25.0% |
| All | -16.0% | +44.4% | -60.4% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling