+248.2%
CB vs IBB
+156.3%
+91.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.3% |
| 7D | +0.2% | -1.8% | +2.1% | +0.7% |
| 30D | +9.1% | +5.1% | +4.0% | +7.2% |
| 3M | +3.4% | +10.7% | -7.3% | -0.3% |
| 6M | +14.1% | +22.9% | -8.8% | +6.2% |
| YTD | +18.0% | +26.7% | -8.7% | +8.3% |
| 1Y | +30.1% | +35.1% | -5.0% | +16.7% |
| 3Y | +71.8% | +80.2% | -8.4% | +36.9% |
| 5Y | +101.8% | +37.8% | +64.0% | +75.2% |
| All | +248.2% | +156.3% | +91.9% | +143.2% |
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