+24.4%
CP vs IBB
+37.5%
-13.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.4% |
| 7D | +2.8% | -1.8% | +4.6% | +3.4% |
| 30D | +10.2% | +5.1% | +5.2% | +7.8% |
| 3M | +2.4% | +10.7% | -8.4% | -2.3% |
| 6M | +7.7% | +22.9% | -15.2% | -1.9% |
| YTD | +26.0% | +26.7% | -0.7% | +12.9% |
| 1Y | +34.6% | +35.1% | -0.5% | +17.2% |
| 3Y | +26.7% | +80.2% | -53.5% | -3.8% |
| All | +24.4% | +37.5% | -13.1% | -7.0% |
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