+11.8%
CG vs IBB
+22.5%
-10.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -0.8% |
| 7D | -4.3% | +1.4% | -5.7% | -5.6% |
| 30D | -5.1% | +10.5% | -15.6% | -13.8% |
| 3M | +8.7% | +23.6% | -15.0% | -11.7% |
| 6M | -9.2% | +22.6% | -31.9% | -25.8% |
| YTD | -18.9% | +25.7% | -44.5% | -35.6% |
| 1Y | -25.6% | +51.4% | -77.0% | -51.2% |
| 3Y | +57.3% | +64.4% | -7.1% | -5.7% |
| All | +11.8% | +22.5% | -10.7% | -14.0% |
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 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