+1,393.6%
CB vs IBB
+560.8%
+832.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.5% |
| 7D | +0.5% | +1.4% | -0.9% | -0.1% |
| 30D | -3.1% | +10.5% | -13.6% | -7.6% |
| 3M | +9.0% | +23.6% | -14.7% | -1.5% |
| 6M | +2.9% | +22.6% | -19.8% | -7.1% |
| YTD | +10.1% | +25.7% | -15.6% | -1.9% |
| 1Y | +22.8% | +51.4% | -28.6% | +0.1% |
| 3Y | +73.8% | +64.4% | +9.4% | +33.6% |
| 5Y | +99.2% | +22.1% | +77.0% | +72.5% |
| 10Y | +218.2% | +132.5% | +85.7% | +90.2% |
| All | +1,393.6% | +560.8% | +832.8% | +253.6% |
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