-10.7%
CMG vs IBB
+51.5%
-62.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | -2.8% | +1.4% | -4.2% | -3.2% |
| 30D | +7.1% | +10.5% | -3.4% | +3.2% |
| 3M | +31.2% | +23.6% | +7.5% | +20.7% |
| 6M | +0.7% | +22.6% | -21.9% | -7.3% |
| YTD | -0.1% | +25.7% | -25.8% | -9.0% |
| 1Y | -10.7% | +51.4% | -62.1% | -24.4% |
| All | -10.7% | +51.5% | -62.2% | -24.4% |
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