+277.2%
CG vs IBB
+426.7%
-149.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.1% | -2.9% |
| 7D | -1.5% | +1.6% | -3.1% | -2.5% |
| 30D | +5.7% | +6.7% | -1.0% | +1.4% |
| 3M | -17.9% | +6.3% | -24.2% | -21.4% |
| 6M | -20.2% | +23.9% | -44.1% | -31.4% |
| YTD | -32.0% | +26.6% | -58.6% | -42.5% |
| 1Y | -27.0% | +29.6% | -56.7% | -39.3% |
| 3Y | +42.8% | +86.1% | -43.3% | -6.0% |
| 5Y | -23.4% | +40.3% | -63.8% | -39.7% |
| 10Y | +278.2% | +128.1% | +150.1% | +128.8% |
| All | +277.2% | +426.7% | -149.5% | +63.2% |
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