+14.1%
CME vs IBB
+38.4%
-24.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.1% |
| 7D | -0.6% | +2.7% | -3.3% | -0.2% |
| 30D | +8.5% | +6.3% | +2.2% | +9.4% |
| 3M | +16.0% | +11.1% | +5.0% | +17.3% |
| 6M | +9.3% | +29.2% | -19.9% | +11.7% |
| YTD | +15.3% | +30.2% | -14.9% | +17.9% |
| All | +14.1% | +38.4% | -24.3% | +15.6% |
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