+2.4%
CARR vs IBB
+63.1%
-60.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.5% |
| 7D | +0.6% | -3.9% | +4.5% | +2.9% |
| 30D | -8.7% | +2.7% | -11.4% | -10.5% |
| 3M | -18.4% | +21.4% | -39.7% | -28.2% |
| 6M | -0.6% | +20.1% | -20.7% | -12.2% |
| YTD | +10.9% | +21.9% | -10.9% | -3.2% |
| 1Y | -7.3% | +44.1% | -51.4% | -27.8% |
| All | +2.4% | +63.1% | -60.7% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling