+341.4%
CG vs IBB
+122.6%
+218.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -0.5% |
| 7D | -1.3% | -1.7% | +0.4% | 0.0% |
| 30D | -3.2% | +4.9% | -8.0% | -7.0% |
| 3M | +6.2% | +24.2% | -18.0% | -11.1% |
| 6M | -4.7% | +23.8% | -28.5% | -20.1% |
| YTD | -20.6% | +23.0% | -43.6% | -33.4% |
| 1Y | -26.4% | +46.2% | -72.5% | -46.3% |
| 3Y | +55.4% | +64.8% | -9.4% | +3.2% |
| 5Y | +9.8% | +20.9% | -11.1% | -9.3% |
| 10Y | +341.4% | +121.6% | +219.8% | +154.6% |
| All | +341.4% | +122.6% | +218.7% | +154.6% |
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 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