+44.1%
CSGP vs IBB
+132.1%
-88.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -1.9% |
| 7D | -4.1% | +1.4% | -5.5% | -4.9% |
| 30D | +2.3% | +10.5% | -8.2% | -4.1% |
| 3M | -8.2% | +23.6% | -31.8% | -20.2% |
| 6M | -35.1% | +22.6% | -57.7% | -43.6% |
| YTD | -54.0% | +25.7% | -79.7% | -60.9% |
| 1Y | -65.3% | +51.4% | -116.7% | -74.0% |
| 3Y | -62.6% | +64.4% | -126.9% | -73.7% |
| 5Y | -64.8% | +22.1% | -87.0% | -70.5% |
| All | +44.1% | +132.1% | -88.0% | -15.1% |
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 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