+320.3%
CFG vs IBB
+137.3%
+183.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.0% | +1.9% | -0.2% |
| 7D | -2.2% | -3.6% | +1.5% | -0.1% |
| 30D | +0.4% | +3.4% | -3.0% | -1.8% |
| 3M | -12.6% | +9.5% | -22.1% | -18.0% |
| 6M | +0.6% | +23.3% | -22.7% | -12.6% |
| YTD | +12.4% | +24.5% | -12.1% | -3.2% |
| 1Y | +27.7% | +32.9% | -5.2% | +5.5% |
| 3Y | +172.4% | +76.6% | +95.8% | +88.6% |
| 5Y | +64.0% | +35.5% | +28.5% | +30.9% |
| 10Y | +252.8% | +156.7% | +96.1% | +94.9% |
| All | +320.3% | +137.3% | +183.0% | +139.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling