-11.1%
CHYM vs IBB
+59.1%
-70.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | -2.3% | -4.2% | +2.0% | +0.8% |
| 30D | +4.4% | +1.1% | +3.3% | +3.6% |
| 3M | +91.3% | +19.0% | +72.3% | +68.3% |
| 6M | +44.0% | +18.9% | +25.1% | +26.9% |
| YTD | +31.1% | +20.3% | +10.8% | +14.1% |
| 1Y | +37.8% | +41.5% | -3.6% | +11.0% |
| All | -11.1% | +59.1% | -70.2% | -28.9% |
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