+3,264.0%
CRS vs IBB
+566.2%
+2,697.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -1.5% |
| 7D | -1.7% | -1.8% | +0.1% | -0.5% |
| 30D | -28.8% | +5.1% | -33.9% | -31.5% |
| 3M | -50.0% | +10.7% | -60.7% | -54.1% |
| 6M | -39.2% | +22.9% | -62.1% | -48.5% |
| YTD | -11.4% | +26.7% | -38.1% | -26.6% |
| 1Y | -11.7% | +35.1% | -46.8% | -30.2% |
| 3Y | +319.6% | +80.2% | +239.5% | +166.2% |
| 5Y | +794.8% | +37.8% | +756.9% | +585.0% |
| 10Y | +926.9% | +161.2% | +765.7% | +396.4% |
| All | +3,264.0% | +566.2% | +2,697.8% | +534.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling