+6.8%
CI vs IBB
+64.8%
-58.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | +1.3% | +1.4% | -0.1% | +1.1% |
| 30D | +4.4% | +10.5% | -6.0% | +2.5% |
| 3M | +0.7% | +23.6% | -23.0% | -3.3% |
| 6M | +0.3% | +22.6% | -22.3% | -3.6% |
| YTD | +3.8% | +25.7% | -21.9% | -0.8% |
| 1Y | -5.5% | +51.4% | -56.9% | -12.9% |
| All | +6.8% | +64.8% | -58.0% | -4.1% |
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