+95.4%
CAG vs IBB
+565.6%
-470.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.4% |
| 7D | -6.2% | +1.6% | -7.8% | -6.6% |
| 30D | +7.4% | +6.7% | +0.7% | +5.7% |
| 3M | -1.6% | +6.3% | -8.0% | -3.3% |
| 6M | +6.3% | +23.9% | -17.6% | +0.7% |
| YTD | -10.1% | +26.6% | -36.7% | -15.5% |
| 1Y | -10.2% | +29.6% | -39.9% | -16.2% |
| 3Y | -37.3% | +86.1% | -123.4% | -46.6% |
| 5Y | -41.6% | +40.3% | -81.9% | -47.5% |
| 10Y | -38.1% | +128.1% | -166.1% | -51.7% |
| All | +95.4% | +565.6% | -470.1% | -0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling