+322.3%
CMG vs IBB
+122.2%
+200.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.1% |
| 7D | -6.5% | -3.9% | -2.6% | -4.6% |
| 30D | +12.1% | +2.7% | +9.4% | +10.4% |
| 3M | +20.6% | +21.4% | -0.8% | +8.6% |
| 6M | +2.1% | +20.1% | -18.0% | -7.7% |
| YTD | -2.6% | +21.9% | -24.5% | -12.8% |
| 1Y | -8.7% | +44.1% | -52.8% | -25.2% |
| 3Y | -7.4% | +63.4% | -70.7% | -30.6% |
| 5Y | -5.7% | +19.8% | -25.4% | -18.1% |
| 10Y | +322.3% | +127.0% | +195.3% | +187.0% |
| All | +322.3% | +122.2% | +200.1% | +187.0% |
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