+89.3%
IBB vs CHD
+29.0%
+60.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | +0.8% | +2.4% | -1.6% | +0.4% |
| 30D | +5.2% | +13.9% | -8.7% | +3.1% |
| 3M | +8.6% | +8.5% | +0.1% | +7.1% |
| 6M | +27.8% | +20.4% | +7.5% | +23.8% |
| YTD | +28.8% | +34.5% | -5.7% | +22.2% |
| 1Y | +36.4% | +33.8% | +2.7% | +29.5% |
| 3Y | +89.3% | +29.1% | +60.2% | +82.0% |
| All | +89.3% | +29.0% | +60.3% | +82.0% |
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 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