+441.9%
CARR vs IBB
+120.4%
+321.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.5% |
| 7D | +1.6% | +1.4% | +0.1% | +0.8% |
| 30D | -8.7% | +10.5% | -19.2% | -13.8% |
| 3M | -12.6% | +23.6% | -36.2% | -22.6% |
| 6M | -1.5% | +22.6% | -24.2% | -12.6% |
| YTD | +14.3% | +25.7% | -11.4% | -0.1% |
| 1Y | -4.6% | +51.4% | -56.0% | -24.9% |
| 3Y | +7.3% | +64.4% | -57.0% | -19.6% |
| 5Y | +11.6% | +22.1% | -10.5% | -9.8% |
| All | +441.9% | +120.4% | +321.5% | +303.4% |
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