+299.5%
CME vs IBB
+139.6%
+159.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.2% |
| 7D | -0.6% | +2.7% | -3.3% | -1.4% |
| 30D | +8.5% | +6.3% | +2.2% | +6.5% |
| 3M | +16.0% | +11.1% | +5.0% | +12.1% |
| 6M | +9.3% | +29.2% | -19.9% | +0.7% |
| YTD | +15.3% | +30.2% | -14.9% | +5.5% |
| 1Y | +14.4% | +39.5% | -25.1% | +2.3% |
| 3Y | +59.9% | +92.3% | -32.4% | +25.1% |
| 5Y | +69.4% | +43.0% | +26.5% | +47.0% |
| 10Y | +299.5% | +137.1% | +162.4% | +167.2% |
| All | +299.5% | +139.6% | +159.9% | +167.2% |
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