+323.8%
CFG vs IBB
+132.1%
+191.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.5% |
| 7D | +1.5% | +1.4% | +0.1% | +0.6% |
| 30D | -3.8% | +10.5% | -14.3% | -10.5% |
| 3M | +11.5% | +23.6% | -12.2% | -4.0% |
| 6M | +19.2% | +22.6% | -3.4% | +2.9% |
| YTD | +23.7% | +25.7% | -2.0% | +4.8% |
| 1Y | +38.8% | +51.4% | -12.5% | +3.2% |
| 3Y | +178.9% | +64.4% | +114.5% | +95.5% |
| 5Y | +101.8% | +22.1% | +79.6% | +69.1% |
| All | +323.8% | +132.1% | +191.7% | +120.7% |
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