+71.5%
CART vs IBB
+69.3%
+2.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.0% | +2.6% | -0.4% |
| 7D | +1.2% | -3.6% | +4.8% | +2.6% |
| 30D | +27.1% | +3.4% | +23.7% | +25.1% |
| 3M | +27.4% | +9.5% | +17.9% | +22.3% |
| 6M | +32.1% | +23.3% | +8.8% | +20.3% |
| YTD | +28.5% | +24.5% | +3.9% | +15.9% |
| 1Y | +58.8% | +32.9% | +25.9% | +38.5% |
| 3Y | +114.8% | +76.6% | +38.2% | +43.5% |
| All | +71.5% | +69.3% | +2.1% | +17.1% |
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