+1,029.0%
CRH vs IBB
+540.8%
+488.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.9% |
| 7D | -3.6% | -3.9% | +0.3% | -1.6% |
| 30D | -10.8% | +2.7% | -13.6% | -12.2% |
| 3M | -13.5% | +21.4% | -34.8% | -21.7% |
| 6M | -15.4% | +20.1% | -35.5% | -23.1% |
| YTD | -27.6% | +21.9% | -49.5% | -34.8% |
| 1Y | -18.4% | +44.1% | -62.5% | -32.5% |
| 3Y | +72.5% | +63.4% | +9.2% | +33.7% |
| 5Y | +99.2% | +19.8% | +79.4% | +77.8% |
| 10Y | +257.0% | +127.0% | +130.0% | +129.1% |
| All | +1,029.0% | +540.8% | +488.2% | +308.4% |
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 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