+115.4%
CMS vs IBB
+132.1%
-16.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | +0.4% | +1.4% | -1.1% | +0.1% |
| 30D | -3.6% | +10.5% | -14.1% | -5.8% |
| 3M | -1.9% | +23.6% | -25.6% | -6.6% |
| 6M | -11.0% | +22.6% | -33.6% | -15.2% |
| YTD | +0.2% | +25.7% | -25.5% | -5.2% |
| 1Y | -1.3% | +51.4% | -52.7% | -10.6% |
| 3Y | +35.9% | +64.4% | -28.4% | +19.8% |
| 5Y | +23.1% | +22.1% | +0.9% | +15.1% |
| All | +115.4% | +132.1% | -16.7% | +79.5% |
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