-47.4%
CHTR vs IBB
+126.8%
-174.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.8% | +4.5% |
| 7D | +17.2% | -0.5% | +17.7% | +17.5% |
| 30D | +31.6% | +4.6% | +27.1% | +28.2% |
| 3M | -11.6% | +6.8% | -18.4% | -15.3% |
| 6M | -3.3% | +23.1% | -26.4% | -14.1% |
| YTD | -33.7% | +26.0% | -59.7% | -42.2% |
| 1Y | -32.4% | +30.4% | -62.8% | -42.1% |
| 3Y | -65.9% | +85.4% | -151.4% | -76.1% |
| 5Y | -79.9% | +39.7% | -119.7% | -83.9% |
| All | -47.4% | +126.8% | -174.2% | -66.5% |
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