+246.7%
CB vs IBB
+130.8%
+115.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.6% | +1.9% |
| 7D | +0.7% | +0.8% | -0.1% | +0.4% |
| 30D | +8.2% | +5.2% | +3.0% | +6.3% |
| 3M | +6.3% | +8.6% | -2.3% | +3.1% |
| 6M | +16.2% | +27.8% | -11.6% | +6.6% |
| YTD | +19.3% | +28.8% | -9.5% | +8.8% |
| 1Y | +29.2% | +36.4% | -7.2% | +15.4% |
| 3Y | +71.4% | +89.3% | -17.9% | +33.8% |
| 5Y | +104.2% | +43.3% | +61.0% | +74.6% |
| 10Y | +246.7% | +130.6% | +116.0% | +139.4% |
| All | +246.7% | +130.8% | +115.9% | +139.4% |
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