+105.6%
CAG vs IBB
+560.8%
-455.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.7% |
| 3M | +23.5% | +23.6% | -0.2% | +17.3% |
| 6M | -14.8% | +22.6% | -37.5% | -19.1% |
| YTD | -5.4% | +25.7% | -31.1% | -10.8% |
| 1Y | -11.8% | +51.4% | -63.2% | -20.5% |
| 3Y | -36.7% | +64.4% | -101.0% | -44.4% |
| 5Y | -40.3% | +22.1% | -62.4% | -44.4% |
| 10Y | -37.0% | +132.5% | -169.5% | -51.2% |
| All | +105.6% | +560.8% | -455.3% | +5.0% |
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 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