+42.0%
IBB vs CHD
+30.9%
+11.0%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +2.5% |
| 7D | +2.2% | +6.9% | -4.7% | +1.8% |
| 30D | +6.3% | +17.1% | -10.8% | +5.3% |
| 3M | +16.3% | +9.1% | +7.2% | +15.6% |
| 6M | +30.0% | +21.4% | +8.6% | +28.2% |
| YTD | +31.1% | +34.9% | -3.7% | +32.2% |
| 1Y | +42.0% | +31.0% | +10.9% | +44.7% |
| All | +42.0% | +30.9% | +11.0% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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