+112.4%
CNH vs IBB
+156.3%
-43.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.0% | +1.7% |
| 7D | -1.7% | -1.8% | +0.1% | -0.6% |
| 30D | -7.2% | +5.1% | -12.3% | -10.4% |
| 3M | +6.5% | +10.7% | -4.2% | -0.9% |
| 6M | +7.9% | +22.9% | -15.0% | -6.6% |
| YTD | +26.6% | +26.7% | -0.1% | +7.4% |
| 1Y | +13.8% | +35.1% | -21.4% | -7.5% |
| 3Y | +9.2% | +80.2% | -71.0% | -26.8% |
| 5Y | -15.6% | +37.8% | -53.4% | -34.1% |
| All | +112.4% | +156.3% | -43.9% | +14.8% |
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