-45.9%
CHTR vs IBB
+125.5%
-171.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.6% |
| 7D | -4.1% | -4.2% | +0.1% | -1.9% |
| 30D | -3.0% | +1.1% | -4.1% | -3.6% |
| 3M | +4.8% | +19.0% | -14.3% | -4.4% |
| 6M | -35.0% | +18.9% | -53.9% | -40.8% |
| YTD | -30.2% | +20.3% | -50.5% | -37.0% |
| 1Y | -44.8% | +41.5% | -86.2% | -54.4% |
| 3Y | -66.6% | +60.3% | -126.8% | -74.4% |
| 5Y | -81.5% | +18.7% | -100.2% | -83.8% |
| All | -45.9% | +125.5% | -171.4% | -64.7% |
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