+2,757.7%
CLS vs IBB
+129.6%
+2,628.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.4% |
| 7D | +4.6% | +1.4% | +3.1% | +3.5% |
| 30D | -13.9% | +10.5% | -24.4% | -19.9% |
| 3M | -26.6% | +23.6% | -50.2% | -36.6% |
| 6M | +15.4% | +22.6% | -7.2% | -0.1% |
| YTD | +5.7% | +25.7% | -20.0% | -10.1% |
| 1Y | +41.1% | +51.4% | -10.3% | +6.9% |
| 3Y | +1,228.6% | +64.4% | +1,164.2% | +855.6% |
| 5Y | +3,240.6% | +22.1% | +3,218.5% | +2,703.7% |
| All | +2,757.7% | +129.6% | +2,628.1% | +1,663.4% |
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