+334.3%
CHTR vs IBB
+702.2%
-368.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.8% |
| 7D | -1.1% | +1.4% | -2.5% | -1.7% |
| 30D | -0.8% | +10.5% | -11.3% | -5.5% |
| 3M | +17.8% | +23.6% | -5.9% | +6.3% |
| 6M | -34.5% | +22.6% | -57.1% | -40.8% |
| YTD | -27.2% | +25.7% | -52.9% | -35.1% |
| 1Y | -41.4% | +51.4% | -92.8% | -52.3% |
| 3Y | -64.0% | +64.4% | -128.4% | -72.0% |
| 5Y | -81.3% | +22.1% | -103.4% | -83.5% |
| 10Y | -44.1% | +132.5% | -176.5% | -63.9% |
| All | +334.3% | +702.2% | -368.0% | +48.6% |
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