+61.5%
CF vs IBB
+78.6%
-17.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.8% |
| 7D | -3.2% | -1.8% | -1.3% | -3.2% |
| 30D | +4.3% | +5.1% | -0.7% | +4.3% |
| 3M | +2.8% | +10.7% | -7.9% | +2.6% |
| 6M | +0.6% | +22.9% | -22.3% | +0.1% |
| YTD | +56.6% | +26.7% | +29.9% | +54.8% |
| 1Y | +49.6% | +35.1% | +14.5% | +45.2% |
| 3Y | +61.5% | +80.2% | -18.7% | +45.2% |
| All | +61.5% | +78.6% | -17.1% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling