+89.6%
CL vs IBB
+126.8%
-37.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +3.2% | -0.5% | +3.7% | +3.3% |
| 30D | +8.0% | +4.6% | +3.5% | +6.8% |
| 3M | +7.9% | +6.8% | +1.0% | +5.9% |
| 6M | +14.7% | +23.1% | -8.4% | +8.7% |
| YTD | +29.2% | +26.0% | +3.1% | +21.5% |
| 1Y | +29.5% | +30.4% | -0.8% | +20.8% |
| 3Y | +40.7% | +85.4% | -44.8% | +18.6% |
| 5Y | +43.9% | +39.7% | +4.1% | +29.6% |
| All | +89.6% | +126.8% | -37.2% | +46.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling