+62.0%
CFG vs IBB
+37.5%
+24.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.7% | -2.0% |
| 7D | -0.9% | -1.8% | +0.9% | +0.1% |
| 30D | +1.1% | +5.1% | -4.0% | -2.2% |
| 3M | -12.0% | +10.7% | -22.7% | -18.3% |
| 6M | -2.2% | +22.9% | -25.1% | -15.7% |
| YTD | +11.4% | +26.7% | -15.3% | -6.3% |
| 1Y | +27.8% | +35.1% | -7.3% | +2.7% |
| 3Y | +173.3% | +80.2% | +93.1% | +78.5% |
| All | +62.0% | +37.5% | +24.6% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling