-10.0%
CRM vs IBB
+42.2%
-52.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +2.1% |
| 7D | -6.2% | +2.2% | -8.4% | -6.3% |
| 30D | -1.2% | +6.3% | -7.5% | -1.4% |
| 3M | +19.1% | +16.3% | +2.8% | +18.8% |
| 6M | +23.0% | +30.0% | -7.0% | +23.1% |
| YTD | -13.7% | +31.1% | -44.8% | -14.2% |
| 1Y | -10.0% | +42.0% | -51.9% | -14.6% |
| All | -10.0% | +42.2% | -52.2% | -14.6% |
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