+154.1%
CMI vs IBB
+64.8%
+89.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +1.5% |
| 7D | +1.9% | -1.7% | +3.5% | +2.9% |
| 30D | -12.5% | +4.9% | -17.4% | -15.5% |
| 3M | -16.2% | +24.2% | -40.4% | -28.2% |
| 6M | +4.9% | +23.8% | -19.0% | -10.2% |
| YTD | +11.1% | +23.0% | -11.8% | -4.2% |
| 1Y | +43.4% | +46.2% | -2.8% | +10.1% |
| 3Y | +154.1% | +64.8% | +89.2% | +73.7% |
| All | +154.1% | +64.8% | +89.2% | +73.7% |
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