+860.4%
CI vs IBB
+554.8%
+305.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.0% | +3.8% | +1.2% |
| 7D | +1.0% | -3.6% | +4.6% | +2.8% |
| 30D | +9.9% | +3.4% | +6.5% | +7.8% |
| 3M | +12.1% | +9.5% | +2.6% | +6.4% |
| 6M | +10.6% | +23.3% | -12.7% | -1.4% |
| YTD | +11.4% | +24.5% | -13.1% | -1.8% |
| 1Y | +18.8% | +32.9% | -14.1% | +1.3% |
| 3Y | +2.9% | +76.6% | -73.7% | -26.1% |
| 5Y | +54.5% | +35.5% | +19.0% | +24.6% |
| 10Y | +175.7% | +156.7% | +19.0% | +54.1% |
| All | +860.4% | +554.8% | +305.6% | +145.3% |
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