+51.5%
CART vs IBB
+70.9%
-19.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.9% |
| 7D | +1.0% | +1.4% | -0.4% | +0.5% |
| 30D | +12.6% | +10.5% | +2.1% | +7.9% |
| 3M | +23.1% | +23.6% | -0.5% | +12.4% |
| 6M | +39.5% | +22.6% | +16.9% | +27.4% |
| YTD | +13.5% | +25.7% | -12.1% | +2.3% |
| 1Y | +14.9% | +51.4% | -36.5% | -6.2% |
| All | +51.5% | +70.9% | -19.3% | +3.3% |
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