+7.1%
CRM vs IBB
+51.5%
-44.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | +1.3% | +1.4% | -0.2% | +1.1% |
| 30D | +34.3% | +10.5% | +23.8% | +33.0% |
| 3M | +37.7% | +23.6% | +14.1% | +35.3% |
| 6M | +34.9% | +22.6% | +12.3% | +32.8% |
| YTD | -1.6% | +25.7% | -27.3% | -4.4% |
| 1Y | +7.1% | +51.4% | -44.2% | -7.4% |
| All | +7.1% | +51.5% | -44.3% | -7.4% |
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 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