+1,529.8%
CB vs IBB
+554.8%
+975.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.0% | +4.4% | +1.5% |
| 7D | +2.6% | -3.6% | +6.2% | +4.2% |
| 30D | +11.2% | +3.4% | +7.8% | +9.2% |
| 3M | +5.7% | +9.5% | -3.8% | +0.8% |
| 6M | +15.9% | +23.3% | -7.4% | +4.3% |
| YTD | +20.2% | +24.5% | -4.4% | +7.0% |
| 1Y | +32.4% | +32.9% | -0.5% | +14.3% |
| 3Y | +75.5% | +76.6% | -1.1% | +29.9% |
| 5Y | +105.5% | +35.5% | +70.0% | +68.8% |
| 10Y | +258.5% | +156.7% | +101.8% | +103.4% |
| All | +1,529.8% | +554.8% | +975.0% | +285.8% |
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