+64.8%
IBB vs CLBK
+55.4%
+9.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | -1.7% | +1.1% | -2.8% | -1.9% |
| 30D | +4.9% | +7.8% | -2.9% | +3.1% |
| 3M | +24.2% | +23.9% | +0.4% | +18.4% |
| 6M | +23.8% | +42.3% | -18.5% | +14.3% |
| YTD | +23.0% | +65.4% | -42.4% | +9.5% |
| 1Y | +46.2% | +70.3% | -24.2% | +28.9% |
| 3Y | +64.8% | +54.5% | +10.4% | +46.8% |
| All | +64.8% | +55.4% | +9.4% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling