+385.8%
CMS vs IBB
+554.8%
-169.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.0% | +4.6% | +1.2% |
| 7D | +1.7% | -3.6% | +5.3% | +2.8% |
| 30D | +8.6% | +3.4% | +5.2% | +7.2% |
| 3M | -0.5% | +9.5% | -10.0% | -3.9% |
| 6M | -4.2% | +23.3% | -27.5% | -11.4% |
| YTD | +3.4% | +24.5% | -21.1% | -4.9% |
| 1Y | +0.4% | +32.9% | -32.5% | -9.8% |
| 3Y | +38.2% | +76.6% | -38.3% | +11.1% |
| 5Y | +35.4% | +35.5% | -0.1% | +17.4% |
| 10Y | +131.7% | +156.7% | -25.1% | +50.7% |
| All | +385.8% | +554.8% | -169.0% | +35.7% |
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 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