-3.9%
CRM vs IBB
+17.1%
-21.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.5% |
| 7D | -8.1% | -5.2% | -2.9% | -4.7% |
| 30D | +23.1% | +1.5% | +21.6% | +21.5% |
| 3M | +42.5% | +22.1% | +20.4% | +23.4% |
| 6M | +25.3% | +17.7% | +7.6% | +10.2% |
| YTD | -7.8% | +20.2% | -28.0% | -20.6% |
| 1Y | +1.0% | +44.4% | -43.4% | -25.2% |
| 3Y | +10.0% | +61.1% | -51.1% | -27.7% |
| 5Y | -3.9% | +18.5% | -22.4% | -19.6% |
| All | -3.9% | +17.1% | -21.0% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling