+73.2%
CVE vs IBB
+42.2%
+30.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.6% | -10.3% | -7.1% |
| 7D | -12.1% | +2.2% | -14.3% | -11.6% |
| 30D | -9.8% | +6.3% | -16.1% | -8.4% |
| 3M | -0.7% | +16.3% | -17.0% | +2.4% |
| 6M | -4.3% | +30.0% | -34.3% | +0.6% |
| YTD | +70.6% | +31.1% | +39.4% | +77.6% |
| 1Y | +73.2% | +42.0% | +31.2% | +74.7% |
| All | +73.2% | +42.2% | +30.9% | +74.7% |
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