+34.7%
CMS vs IBB
+37.5%
-2.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.9% | -2.4% |
| 7D | -1.3% | -1.8% | +0.5% | -1.0% |
| 30D | +6.3% | +5.1% | +1.3% | +5.3% |
| 3M | -2.1% | +10.7% | -12.8% | -4.1% |
| 6M | -5.1% | +22.9% | -28.0% | -9.1% |
| YTD | +1.3% | +26.7% | -25.4% | -3.8% |
| 1Y | -1.4% | +35.1% | -36.5% | -7.6% |
| 3Y | +36.9% | +80.2% | -43.3% | +19.3% |
| All | +34.7% | +37.5% | -2.8% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling