+73.0%
CF vs IBB
+64.8%
+8.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.4% | -3.2% |
| 7D | +6.0% | +1.4% | +4.6% | +6.0% |
| 30D | +14.8% | +10.5% | +4.4% | +14.5% |
| 3M | +14.1% | +23.6% | -9.6% | +13.2% |
| 6M | +28.5% | +22.6% | +5.9% | +27.8% |
| YTD | +74.9% | +25.7% | +49.3% | +72.5% |
| 1Y | +61.7% | +51.4% | +10.3% | +51.3% |
| All | +73.0% | +64.8% | +8.2% | +63.5% |
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