+513.6%
IBB vs CGNX
+1,278.9%
-765.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -5.2% | +1.5% | -6.7% | -5.6% |
| 30D | +1.5% | -1.8% | +3.2% | +1.6% |
| 3M | +22.1% | +5.3% | +16.9% | +18.9% |
| 6M | +17.7% | +22.3% | -4.6% | +9.1% |
| YTD | +20.2% | +72.2% | -52.0% | -1.8% |
| 1Y | +44.4% | +39.8% | +4.6% | +24.1% |
| 3Y | +61.1% | +44.8% | +16.3% | +31.0% |
| 5Y | +18.5% | -27.0% | +45.6% | +15.2% |
| 10Y | +123.9% | +177.7% | -53.8% | +35.8% |
| All | +513.6% | +1,278.9% | -765.3% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 all: compounded portfolio wealth divided by compounded CGNX 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…
all analysis · Full analysis span regression · 6 months rolling