+4,100.0%
CMG vs IBB
+732.4%
+3,367.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.1% |
| 7D | -2.8% | +1.4% | -4.2% | -3.6% |
| 30D | +7.1% | +10.5% | -3.4% | +0.8% |
| 3M | +31.2% | +23.6% | +7.5% | +15.1% |
| 6M | +0.7% | +22.6% | -21.9% | -11.4% |
| YTD | -0.1% | +25.7% | -25.8% | -13.5% |
| 1Y | -10.7% | +51.4% | -62.1% | -30.9% |
| 3Y | -4.7% | +64.4% | -69.0% | -31.6% |
| 5Y | -3.8% | +22.1% | -25.9% | -17.8% |
| 10Y | +352.5% | +132.5% | +220.0% | +147.7% |
| All | +4,100.0% | +732.4% | +3,367.6% | +538.4% |
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 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