+57.1%
CG vs IBB
+64.8%
-7.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.0% |
| 7D | -4.3% | +1.4% | -5.7% | -5.4% |
| 30D | -5.1% | +10.5% | -15.6% | -12.6% |
| 3M | +8.7% | +23.6% | -15.0% | -9.1% |
| 6M | -9.2% | +22.6% | -31.9% | -23.6% |
| YTD | -18.9% | +25.7% | -44.5% | -33.5% |
| 1Y | -25.6% | +51.4% | -77.0% | -48.7% |
| All | +57.1% | +64.8% | -7.7% | -0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling