-3.0%
CMG vs IBB
+20.0%
-23.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +1.1% |
| 7D | -1.5% | -1.7% | +0.2% | -0.6% |
| 30D | +12.7% | +4.9% | +7.9% | +9.6% |
| 3M | +26.3% | +24.2% | +2.0% | +11.5% |
| 6M | +4.5% | +23.8% | -19.3% | -7.8% |
| YTD | -0.1% | +23.0% | -23.1% | -11.7% |
| 1Y | -6.8% | +46.2% | -52.9% | -25.5% |
| 3Y | -5.0% | +64.8% | -69.8% | -31.9% |
| 5Y | -3.0% | +20.9% | -23.9% | -19.0% |
| All | -3.0% | +20.0% | -23.0% | -19.0% |
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 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