+73.2%
CVE vs IBB
+64.8%
+8.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | +2.5% | +1.4% | +1.1% | +2.1% |
| 30D | +16.7% | +10.5% | +6.2% | +13.6% |
| 3M | +9.3% | +23.6% | -14.4% | +2.7% |
| 6M | +43.6% | +22.6% | +21.0% | +34.7% |
| YTD | +93.6% | +25.7% | +67.9% | +79.4% |
| 1Y | +98.8% | +51.4% | +47.4% | +69.3% |
| All | +73.2% | +64.8% | +8.4% | +51.6% |
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 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