-18.0%
CMG vs IBB
+86.1%
-104.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +2.5% | -0.5% | +3.0% | +2.7% |
| 30D | +15.6% | +4.6% | +11.0% | +14.1% |
| 3M | +8.2% | +6.8% | +1.4% | +5.7% |
| 6M | +9.9% | +23.1% | -13.2% | +2.2% |
| YTD | -4.6% | +26.0% | -30.7% | -12.1% |
| 1Y | +12.4% | +30.4% | -17.9% | +2.6% |
| 3Y | -18.0% | +85.4% | -103.4% | -31.7% |
| All | -18.0% | +86.1% | -104.1% | -31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling