+414.1%
CARR vs IBB
+110.8%
+303.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.5% |
| 7D | -4.1% | -5.2% | +1.1% | -1.4% |
| 30D | -11.0% | +1.5% | -12.4% | -12.0% |
| 3M | -16.4% | +22.1% | -38.5% | -25.6% |
| 6M | -2.4% | +17.7% | -20.1% | -11.4% |
| YTD | +8.4% | +20.2% | -11.8% | -2.9% |
| 1Y | -8.0% | +44.4% | -52.4% | -25.7% |
| 3Y | +0.6% | +61.1% | -60.5% | -23.8% |
| 5Y | +7.7% | +18.5% | -10.8% | -11.2% |
| All | +414.1% | +110.8% | +303.3% | +291.9% |
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