+186.1%
COR vs IBB
+22.5%
+163.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | +2.8% | +1.4% | +1.3% | +2.5% |
| 30D | +4.5% | +10.5% | -6.0% | +2.8% |
| 3M | +22.7% | +23.6% | -1.0% | +18.4% |
| 6M | -9.7% | +22.6% | -32.4% | -12.8% |
| YTD | -1.4% | +25.7% | -27.1% | -5.3% |
| 1Y | +13.9% | +51.4% | -37.4% | +5.6% |
| 3Y | +94.0% | +64.4% | +29.6% | +75.8% |
| All | +186.1% | +22.5% | +163.7% | +173.0% |
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