+257.6%
CP vs IBB
+139.6%
+118.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +0.8% |
| 7D | +2.8% | +2.7% | +0.1% | +1.5% |
| 30D | +11.3% | +6.3% | +5.0% | +8.0% |
| 3M | +2.9% | +11.1% | -8.2% | -2.5% |
| 6M | +9.8% | +29.2% | -19.5% | -3.4% |
| YTD | +28.5% | +30.2% | -1.7% | +12.2% |
| 1Y | +33.5% | +39.5% | -6.0% | +12.7% |
| 3Y | +31.9% | +92.3% | -60.4% | -5.5% |
| 5Y | +25.5% | +43.0% | -17.5% | +1.9% |
| 10Y | +257.6% | +137.1% | +120.5% | +121.4% |
| All | +257.6% | +139.6% | +118.0% | +121.4% |
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