+219.9%
CTVA vs IBB
+101.2%
+118.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -0.9% |
| 7D | -5.8% | -3.9% | -1.9% | -4.0% |
| 30D | +11.1% | +2.7% | +8.3% | +9.4% |
| 3M | +13.2% | +21.4% | -8.1% | +2.7% |
| 6M | +8.7% | +20.1% | -11.4% | -1.3% |
| YTD | +27.3% | +21.9% | +5.4% | +14.5% |
| 1Y | +18.0% | +44.1% | -26.1% | -3.1% |
| 3Y | +76.5% | +63.4% | +13.1% | +34.1% |
| 5Y | +105.1% | +19.8% | +85.3% | +84.4% |
| All | +219.9% | +101.2% | +118.7% | +73.6% |
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 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