+9.6%
CI vs IBB
+89.8%
-80.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +2.7% |
| 7D | +2.6% | +0.8% | +1.8% | +2.4% |
| 30D | +7.3% | +5.2% | +2.2% | +6.3% |
| 3M | +9.5% | +8.6% | +0.9% | +7.7% |
| 6M | +6.4% | +27.8% | -21.4% | +1.6% |
| YTD | +12.0% | +28.8% | -16.8% | +6.4% |
| 1Y | +20.1% | +36.4% | -16.3% | +12.8% |
| 3Y | +9.6% | +89.3% | -79.8% | -1.2% |
| All | +9.6% | +89.8% | -80.2% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling