+289.9%
CAH vs IBB
+125.2%
+164.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.0% |
| 7D | -5.1% | -5.2% | +0.2% | -2.7% |
| 30D | -1.8% | +1.5% | -3.2% | -2.5% |
| 3M | +9.4% | +22.1% | -12.8% | -0.4% |
| 6M | +9.2% | +17.7% | -8.5% | +0.7% |
| YTD | +15.7% | +20.2% | -4.5% | +5.4% |
| 1Y | +59.7% | +44.4% | +15.3% | +33.1% |
| 3Y | +178.5% | +61.1% | +117.4% | +115.1% |
| 5Y | +398.3% | +18.5% | +379.7% | +349.1% |
| All | +289.9% | +125.2% | +164.7% | +121.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling