+10,710.7%
CMI vs IBB
+560.8%
+10,149.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.4% |
| 7D | -0.7% | +1.4% | -2.1% | -1.7% |
| 30D | -13.4% | +10.5% | -23.9% | -19.1% |
| 3M | -17.0% | +23.6% | -40.6% | -28.0% |
| 6M | -1.6% | +22.6% | -24.3% | -14.4% |
| YTD | +11.0% | +25.7% | -14.7% | -4.8% |
| 1Y | +41.9% | +51.4% | -9.5% | +7.9% |
| 3Y | +151.8% | +64.4% | +87.4% | +80.2% |
| 5Y | +163.6% | +22.1% | +141.4% | +122.3% |
| 10Y | +472.9% | +132.5% | +340.4% | +190.2% |
| All | +10,710.7% | +560.8% | +10,149.9% | +1,853.9% |
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