+503.2%
CMI vs IBB
+125.5%
+377.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -0.7% | -4.2% | +3.5% | +1.4% |
| 30D | -12.4% | +1.1% | -13.5% | -13.1% |
| 3M | -14.8% | +19.0% | -33.8% | -22.4% |
| 6M | +0.8% | +18.9% | -18.1% | -8.2% |
| YTD | +10.2% | +20.3% | -10.2% | -0.1% |
| 1Y | +37.4% | +41.5% | -4.0% | +15.0% |
| 3Y | +153.3% | +60.3% | +93.0% | +98.5% |
| 5Y | +167.6% | +18.7% | +148.9% | +136.1% |
| All | +503.2% | +125.5% | +377.7% | +279.2% |
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