+34.6%
CP vs IBB
+35.8%
-1.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.0% |
| 7D | +2.8% | -1.8% | +4.6% | +3.1% |
| 30D | +10.2% | +5.1% | +5.2% | +9.2% |
| 3M | +2.4% | +10.7% | -8.4% | +0.2% |
| 6M | +7.7% | +22.9% | -15.2% | +3.4% |
| YTD | +26.0% | +26.7% | -0.7% | +18.7% |
| 1Y | +34.6% | +35.1% | -0.5% | +23.2% |
| All | +34.6% | +35.8% | -1.1% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling