+6,781.2%
CME vs IBB
+1,141.3%
+5,639.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.2% |
| 7D | -1.6% | +1.4% | -3.0% | -2.3% |
| 30D | +6.2% | +10.5% | -4.3% | +0.7% |
| 3M | +10.4% | +23.6% | -13.2% | -1.4% |
| 6M | -9.5% | +22.6% | -32.2% | -19.3% |
| YTD | +6.0% | +25.7% | -19.7% | -6.9% |
| 1Y | +9.3% | +51.4% | -42.1% | -13.0% |
| 3Y | +57.7% | +64.4% | -6.7% | +16.3% |
| 5Y | +77.7% | +22.1% | +55.5% | +50.5% |
| 10Y | +281.2% | +132.5% | +148.8% | +107.0% |
| All | +6,781.2% | +1,141.3% | +5,639.9% | +997.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling