+541.7%
IBB vs CHD
+3,580.6%
-3,039.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | +1.4% | -2.7% | +4.1% | +2.4% |
| 30D | +10.5% | -4.6% | +15.1% | +12.2% |
| 3M | +23.6% | +5.0% | +18.6% | +21.1% |
| 6M | +22.6% | -3.2% | +25.8% | +23.4% |
| YTD | +25.7% | +18.6% | +7.0% | +17.3% |
| 1Y | +51.4% | +4.8% | +46.6% | +47.3% |
| 3Y | +64.4% | +6.1% | +58.2% | +56.9% |
| 5Y | +22.1% | +24.0% | -1.8% | +8.1% |
| 10Y | +132.5% | +124.5% | +8.0% | +55.8% |
| All | +541.7% | +3,580.6% | -3,039.0% | +68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling