+10.6%
CI vs IBB
+22.6%
-12.0%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.0% | +3.8% | -0.4% |
| 7D | +1.0% | -3.6% | +4.6% | +1.7% |
| 30D | +9.9% | +3.4% | +6.5% | +9.3% |
| 3M | +12.1% | +9.5% | +2.6% | +10.2% |
| 6M | +10.6% | +23.3% | -12.7% | +5.9% |
| All | +10.6% | +22.6% | -12.0% | +5.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling