-43.5%
CAG vs IBB
+18.1%
-61.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -5.7% | -4.2% | -1.4% | -4.9% |
| 30D | -2.4% | +1.1% | -3.5% | -2.6% |
| 3M | +9.8% | +19.0% | -9.3% | +6.3% |
| 6M | -10.8% | +18.9% | -29.7% | -13.8% |
| YTD | -10.8% | +20.3% | -31.2% | -14.1% |
| 1Y | -19.0% | +41.5% | -60.4% | -24.6% |
| 3Y | -39.7% | +60.3% | -100.0% | -45.7% |
| All | -43.5% | +18.1% | -61.6% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling