+133.1%
IBB vs CHD
+196.6%
-63.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -1.4% | 0.0% | -1.3% | -1.4% |
| 30D | +6.8% | +12.2% | -5.4% | +3.8% |
| 3M | +9.2% | +9.3% | -0.1% | +6.7% |
| 6M | +28.3% | +24.3% | +4.1% | +21.1% |
| YTD | +29.4% | +34.9% | -5.5% | +19.2% |
| 1Y | +33.2% | +32.7% | +0.5% | +23.2% |
| 3Y | +90.2% | +29.4% | +60.7% | +75.2% |
| 5Y | +44.0% | +31.7% | +12.3% | +29.7% |
| 10Y | +133.1% | +191.7% | -58.6% | +74.0% |
| All | +133.1% | +196.6% | -63.5% | +74.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling