-54.9%
CSGP vs IBB
+36.9%
-91.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.8% |
| 7D | -3.2% | +0.8% | -4.0% | -3.2% |
| 30D | +2.2% | +5.2% | -3.0% | +1.3% |
| 3M | -3.7% | +8.6% | -12.2% | -5.0% |
| 6M | -7.4% | +27.8% | -35.3% | -10.1% |
| YTD | -54.9% | +28.8% | -83.7% | -56.3% |
| 1Y | -54.9% | +36.4% | -91.3% | -57.6% |
| All | -54.9% | +36.9% | -91.8% | -57.6% |
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 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