+32.1%
CL vs IBB
+42.2%
-10.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.6% | +0.7% | +3.0% |
| 7D | +7.7% | +2.2% | +5.5% | +7.5% |
| 30D | +15.2% | +6.3% | +8.9% | +14.5% |
| 3M | +7.3% | +16.3% | -9.0% | +5.6% |
| 6M | +17.0% | +30.0% | -13.0% | +13.8% |
| YTD | +28.0% | +31.1% | -3.2% | +23.5% |
| 1Y | +32.1% | +42.0% | -9.9% | +24.9% |
| All | +32.1% | +42.2% | -10.1% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling