+29.1%
CAVA vs IBB
+59.6%
-30.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.1% | -5.5% |
| 7D | -8.5% | -3.9% | -4.7% | -6.1% |
| 30D | -8.2% | +2.7% | -11.0% | -10.2% |
| 3M | -25.9% | +21.4% | -47.3% | -35.9% |
| 6M | -30.9% | +20.1% | -51.0% | -39.9% |
| YTD | -3.7% | +21.9% | -25.6% | -17.5% |
| 1Y | -13.4% | +44.1% | -57.6% | -35.2% |
| 3Y | +44.2% | +63.4% | -19.1% | -8.4% |
| All | +29.1% | +59.6% | -30.5% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling