-22.3%
CG vs IBB
+35.8%
-58.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.5% |
| 7D | -1.2% | -1.8% | +0.6% | -0.2% |
| 30D | +5.0% | +5.1% | 0.0% | +2.9% |
| 3M | -18.2% | +10.7% | -28.9% | -22.2% |
| 6M | -20.7% | +22.9% | -43.6% | -29.2% |
| YTD | -31.4% | +26.7% | -58.1% | -40.4% |
| 1Y | -22.3% | +35.1% | -57.4% | -35.8% |
| All | -22.3% | +35.8% | -58.0% | -35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling