+801.7%
CRS vs IBB
+126.8%
+675.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.2% | -2.3% |
| 7D | +4.8% | -0.5% | +5.3% | +5.4% |
| 30D | -23.2% | +4.6% | -27.7% | -25.9% |
| 3M | -45.5% | +6.8% | -52.3% | -48.9% |
| 6M | -33.1% | +23.1% | -56.2% | -44.4% |
| YTD | -7.2% | +26.0% | -33.2% | -24.4% |
| 1Y | -10.0% | +30.4% | -40.4% | -28.7% |
| 3Y | +332.3% | +85.4% | +246.9% | +152.5% |
| 5Y | +801.9% | +39.7% | +762.1% | +560.2% |
| All | +801.7% | +126.8% | +675.0% | +332.8% |
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