-4.6%
CARR vs IBB
+51.5%
-56.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | +1.6% | +1.4% | +0.1% | +1.0% |
| 30D | -8.7% | +10.5% | -19.2% | -12.7% |
| 3M | -12.6% | +23.6% | -36.2% | -21.5% |
| 6M | -1.5% | +22.6% | -24.2% | -11.9% |
| YTD | +14.3% | +25.7% | -11.4% | +0.6% |
| 1Y | -4.6% | +51.4% | -56.0% | -23.5% |
| All | -4.6% | +51.5% | -56.0% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling