-58.4%
CSGP vs IBB
+75.6%
-134.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.0% | +3.4% | +0.7% |
| 7D | +13.9% | -3.6% | +17.5% | +15.7% |
| 30D | +16.0% | +3.4% | +12.6% | +13.5% |
| 3M | +6.1% | +9.5% | -3.4% | +0.5% |
| 6M | -8.2% | +23.3% | -31.5% | -18.8% |
| YTD | -52.3% | +24.5% | -76.9% | -58.3% |
| 1Y | -54.5% | +32.9% | -87.4% | -62.0% |
| All | -58.4% | +75.6% | -134.0% | -71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling