+1.4%
CRM vs IBB
+44.5%
-43.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -4.4% | -4.2% | -0.2% | -4.1% |
| 30D | +28.1% | +1.1% | +27.0% | +28.0% |
| 3M | +48.8% | +19.0% | +29.8% | +47.9% |
| 6M | +28.3% | +18.9% | +9.4% | +27.3% |
| YTD | -6.0% | +20.3% | -26.4% | -7.4% |
| 1Y | +1.4% | +41.5% | -40.0% | -6.2% |
| All | +1.4% | +44.5% | -43.0% | -6.2% |
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