+73.5%
CART vs IBB
+77.1%
-3.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -0.5% |
| 7D | +1.5% | +2.7% | -1.2% | +0.4% |
| 30D | +22.4% | +6.3% | +16.1% | +19.2% |
| 3M | +16.5% | +11.1% | +5.5% | +11.2% |
| 6M | +44.9% | +29.2% | +15.7% | +29.5% |
| YTD | +30.0% | +30.2% | -0.3% | +15.2% |
| 1Y | +59.1% | +39.5% | +19.6% | +36.0% |
| 3Y | +138.8% | +92.3% | +46.5% | +47.3% |
| All | +73.5% | +77.1% | -3.6% | +16.4% |
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 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