-36.2%
CAG vs IBB
+68.5%
-104.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -3.8% | +1.4% | -5.2% | -4.1% |
| 30D | +3.1% | +10.5% | -7.4% | +1.0% |
| 3M | +23.5% | +23.6% | -0.2% | +17.9% |
| 6M | -14.8% | +22.6% | -37.5% | -18.6% |
| YTD | -5.4% | +25.7% | -31.1% | -10.4% |
| 1Y | -11.8% | +51.4% | -63.2% | -20.9% |
| All | -36.2% | +68.5% | -104.6% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling