+132.3%
CMS vs IBB
+139.6%
-7.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.2% | -0.1% |
| 7D | -0.9% | +2.7% | -3.6% | -1.5% |
| 30D | +7.1% | +6.3% | +0.7% | +5.5% |
| 3M | -1.3% | +11.1% | -12.4% | -3.9% |
| 6M | -2.7% | +29.2% | -31.9% | -8.6% |
| YTD | +2.6% | +30.2% | -27.6% | -4.0% |
| 1Y | -2.0% | +39.5% | -41.5% | -9.9% |
| 3Y | +39.6% | +92.3% | -52.7% | +17.7% |
| 5Y | +35.3% | +43.0% | -7.6% | +21.4% |
| 10Y | +132.3% | +137.1% | -4.8% | +84.7% |
| All | +132.3% | +139.6% | -7.3% | +84.7% |
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 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