+328.9%
CME vs IBB
+156.3%
+172.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.2% | -0.9% |
| 7D | +0.9% | -1.8% | +2.7% | +1.4% |
| 30D | +13.2% | +5.1% | +8.1% | +11.4% |
| 3M | +16.3% | +10.7% | +5.6% | +12.3% |
| 6M | +7.1% | +22.9% | -15.8% | -0.1% |
| YTD | +15.8% | +26.7% | -10.9% | +6.6% |
| 1Y | +17.1% | +35.1% | -18.0% | +5.4% |
| 3Y | +63.2% | +80.2% | -17.0% | +30.0% |
| 5Y | +70.2% | +37.8% | +32.4% | +49.0% |
| All | +328.9% | +156.3% | +172.5% | +165.5% |
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