+238.9%
CRM vs IBB
+125.5%
+113.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | -4.4% | -4.2% | -0.2% | -1.5% |
| 30D | +28.1% | +1.1% | +27.0% | +26.8% |
| 3M | +48.8% | +19.0% | +29.8% | +30.6% |
| 6M | +28.3% | +18.9% | +9.4% | +11.4% |
| YTD | -6.0% | +20.3% | -26.4% | -19.5% |
| 1Y | +1.4% | +41.5% | -40.0% | -23.4% |
| 3Y | +11.8% | +60.3% | -48.4% | -24.8% |
| 5Y | -2.0% | +18.7% | -20.7% | -17.5% |
| All | +238.9% | +125.5% | +113.4% | +93.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling