+68.0%
CNH vs IBB
+214.2%
-146.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.5% |
| 7D | +23.3% | +1.4% | +21.9% | +22.4% |
| 30D | +33.5% | +10.5% | +23.0% | +26.3% |
| 3M | +32.7% | +23.6% | +9.1% | +18.1% |
| 6M | +22.2% | +22.6% | -0.4% | +9.0% |
| YTD | +57.7% | +25.7% | +32.0% | +38.7% |
| 1Y | +28.0% | +51.4% | -23.4% | +1.8% |
| 3Y | +11.5% | +64.4% | -52.8% | -15.4% |
| 5Y | +11.9% | +22.1% | -10.3% | -3.0% |
| 10Y | +162.8% | +132.5% | +30.3% | +67.8% |
| All | +68.0% | +214.2% | -146.2% | +0.3% |
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