+102.5%
CFG vs IBB
+22.5%
+80.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.5% |
| 7D | +1.5% | +1.4% | +0.1% | +0.7% |
| 30D | -3.8% | +10.5% | -14.3% | -10.2% |
| 3M | +11.5% | +23.6% | -12.2% | -3.4% |
| 6M | +19.2% | +22.6% | -3.4% | +3.5% |
| YTD | +23.7% | +25.7% | -2.0% | +5.4% |
| 1Y | +38.8% | +51.4% | -12.5% | +4.0% |
| 3Y | +178.9% | +64.4% | +114.5% | +95.6% |
| All | +102.5% | +22.5% | +80.1% | +44.6% |
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