+208.5%
CFG vs IBB
+126.8%
+81.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.9% |
| 7D | +3.2% | -0.5% | +3.7% | +3.5% |
| 30D | +5.1% | +4.6% | +0.6% | +1.9% |
| 3M | -11.2% | +6.8% | -18.1% | -15.9% |
| 6M | +9.6% | +23.1% | -13.5% | -6.2% |
| YTD | +15.0% | +26.0% | -11.1% | -3.5% |
| 1Y | +29.9% | +30.4% | -0.5% | +6.4% |
| 3Y | +192.1% | +85.4% | +106.7% | +86.6% |
| 5Y | +62.3% | +39.7% | +22.6% | +23.5% |
| All | +208.5% | +126.8% | +81.8% | +57.8% |
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 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