+73.1%
IBB vs CAI
-9.5%
+82.6%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -0.5% |
| 7D | +0.8% | -25.6% | +26.4% | +4.6% |
| 30D | +5.2% | -17.7% | +22.9% | +7.8% |
| 3M | +8.6% | +4.4% | +4.2% | +7.9% |
| 6M | +27.8% | +51.3% | -23.4% | +21.2% |
| YTD | +28.8% | -9.5% | +38.3% | +27.3% |
| 1Y | +36.4% | -1.5% | +37.9% | +33.9% |
| All | +73.1% | -9.5% | +82.6% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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