+73.1%
CME vs IBB
+39.3%
+33.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +3.9% | -0.5% | +4.5% | +4.0% |
| 30D | +11.3% | +4.6% | +6.8% | +10.7% |
| 3M | +19.6% | +6.8% | +12.7% | +18.4% |
| 6M | +8.1% | +23.1% | -15.0% | +5.0% |
| YTD | +20.4% | +26.0% | -5.6% | +16.3% |
| 1Y | +16.5% | +30.4% | -13.9% | +11.9% |
| 3Y | +66.4% | +85.4% | -19.0% | +46.7% |
| All | +73.1% | +39.3% | +33.7% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling