+127.0%
IBB vs CHD
+123.8%
+3.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.5% |
| 7D | -3.9% | -4.2% | +0.3% | -2.9% |
| 30D | +2.7% | -7.6% | +10.3% | +4.7% |
| 3M | +21.4% | -1.6% | +22.9% | +21.6% |
| 6M | +20.1% | -6.3% | +26.4% | +21.6% |
| YTD | +21.9% | +14.6% | +7.3% | +17.1% |
| 1Y | +44.1% | +1.6% | +42.5% | +42.6% |
| 3Y | +63.4% | +3.1% | +60.2% | +59.4% |
| 5Y | +19.8% | +21.1% | -1.3% | +9.9% |
| 10Y | +127.0% | +128.6% | -1.6% | +80.6% |
| All | +127.0% | +123.8% | +3.2% | +80.6% |
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