-83.0%
CHTR vs IBB
+20.0%
-102.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.9% | -7.2% | -7.6% |
| 7D | -15.8% | -3.9% | -11.9% | -13.9% |
| 30D | -12.7% | +2.7% | -15.4% | -14.0% |
| 3M | -1.1% | +21.4% | -22.4% | -11.4% |
| 6M | -39.9% | +20.1% | -60.0% | -46.0% |
| YTD | -35.9% | +21.9% | -57.7% | -43.1% |
| 1Y | -49.2% | +44.1% | -93.3% | -59.3% |
| 3Y | -68.3% | +63.4% | -131.7% | -76.9% |
| 5Y | -83.0% | +19.8% | -102.7% | -87.3% |
| All | -83.0% | +20.0% | -102.9% | -87.3% |
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