+134.5%
CVE vs IBB
+156.3%
-21.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.5% |
| 7D | -16.1% | -1.8% | -14.3% | -15.4% |
| 30D | -10.4% | +5.1% | -15.4% | -13.2% |
| 3M | -2.4% | +10.7% | -13.1% | -8.7% |
| 6M | -4.4% | +22.9% | -27.3% | -16.6% |
| YTD | +64.9% | +26.7% | +38.2% | +40.0% |
| 1Y | +66.0% | +35.1% | +30.9% | +35.3% |
| 3Y | +57.7% | +80.2% | -22.5% | +4.6% |
| 5Y | +144.7% | +37.8% | +106.9% | +90.4% |
| All | +134.5% | +156.3% | -21.9% | +38.2% |
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