+108.2%
IBB vs CLBK
+61.7%
+46.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.0% | -1.9% |
| 7D | +1.6% | +2.5% | -0.8% | +1.0% |
| 30D | +6.7% | +3.7% | +3.0% | +5.7% |
| 3M | +6.3% | -3.3% | +9.6% | +7.1% |
| 6M | +23.9% | +29.6% | -5.7% | +15.2% |
| YTD | +26.6% | +60.3% | -33.7% | +10.7% |
| 1Y | +29.6% | +63.4% | -33.8% | +12.7% |
| 3Y | +86.1% | +53.8% | +32.2% | +60.4% |
| 5Y | +40.3% | +29.0% | +11.4% | +22.8% |
| All | +108.2% | +61.7% | +46.5% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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