+64.8%
IBB vs CHD
+4.0%
+60.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.1% | -1.9% |
| 7D | -1.7% | -2.9% | +1.3% | -1.3% |
| 30D | +4.9% | -6.2% | +11.1% | +5.7% |
| 3M | +24.2% | +1.6% | +22.7% | +23.8% |
| 6M | +23.8% | -3.5% | +27.4% | +24.3% |
| YTD | +23.0% | +16.2% | +6.7% | +19.9% |
| 1Y | +46.2% | +3.4% | +42.8% | +45.3% |
| 3Y | +64.8% | +4.6% | +60.2% | +61.9% |
| All | +64.8% | +4.0% | +60.8% | +61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling